The primary responsibilities for this role will include:

- Model Development: Devising/improving models on new/existing product strategies, building models in the firm's platform, back-testing of strategies and reconciling back-tests with model outputs.

- Product Pricing models: Independently prepare pricing models for derivative product structures using internal pricing models as per the client requirements.

- Booking/ Deal Review: Independent quantitative evaluation of complex and technical models, focusing on payoff construction and would cover methodology, construction and testing of models.

- Reporting and Compliance: Familiarity with internal and regulatory guidelines on Model assessment and Reporting; Implementation of remediation; reviewing the process of trade booking in the proprietary systems

- Programming: Must have demonstrated programming experience with C++. Experience in working / creating customized C++ libraries will be a plus.

- Software Engineering: Duties including the full-range of programming tasks - problem analysis, solution determination, code design and development, integration, test, modification and documentation

Essential Skills:

- Highly analytical bent of mind and quantitative skills; high level of proficiency in C++ / Python programming; High performance computing

- Close attention to detail and ability to work to very high standards

- Good communication and team skills in a multi-location set up

- Relevant experience of atleast 4-8 years in similar roles in Quant Research and Model Development will be an advantage

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