Director - Quantitative Modeling - KPO

- Scouting returning Indians with strong hands on in Model Development field, one should be strong enough in C++ / Python / Object orinted languages.

Brief Job Description:

Please note: Detailed JD will be shared with interested candidates.

- 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 models: Independently prepare models for multiple asset product structures using internal 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++ / Python. 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

Education pedigree: PhD / Grads from reputed college.