Quant Analyst - IIT/NIT/IIM

Responsibilities:

- Designing and Implementing models/methods/products in the legacy software

- Creating and implementing tests to validate risk management frameworks for exotic equity derivatives

- Contribute towards debugging and implementation of risk management frameworks

- Understand business requirements and translate those into deliverable.

- Identify and eliminate possible obstacles and identify alternative solutions

- Effectively communicate business, technical and product information at all levels

Skills:

- Preferred candidates from Computer Science background only from Tier I Institutes.

- Very strong C++ hands on programming skills with minimum 1 uear of developing experience, followed by finance domain either trading or risk management

- Okay to look at strong C++ candidates even with Derivatives certification or atleast 1 year of domain experience

- Not okay to look at candidates from equity research, market research, VAR calculations etc - these would be misfit for the role

- Knowledge of following is compulsory: Stochastic calculus, Differential Equations, Probability theory, Numerical Methods.

- Basic Knowledge of Derivatives is compulsory.