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Principle Consultant at Insightsquared
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Quant Developer - BFSI (1-10 yrs)
Quant Developer
Job Description :
- The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks
- To design, develop, test and document the models developed to standards
- Develop technical solutions for the desk as required
- To provide rapid fixes to any issues identified in the models
- To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)
Qualification :
- 1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
- A degree in mathematical finance, science or maths from a top tier university
- Knowledge of the standard pricing models used in the investment banking industry
- C++ experience (preferably using Visual Studio 2017)
- Excel VBA experience required
- Python experience preferred
- Experience with IBOR a plus
Experience :
- Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
- Strong C++ skills
- Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
- Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
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