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01/04 Javeria Siddiqui
HR Recruiter at Black Turtle

Views:4252 Applications:24 Rec. Actions:Recruiter Actions:18

Quant Developer - C++ & Math Expert (5-9 yrs)

Bangalore Job Code: 681669

Quant Developer - Expert in C++ & Math


- Independently review the programming code of internally developed Front Office models and pricing functions for derivative valuations, VaR, XVAs, across different asset classes. For each model library release, the code reviewer will review the code changes to the pricing libraries in line with:


i. Verification that - bug fixes- have the intended valuation impact


ii. Consistency with model documentation,


iii. Checks for malicious coding in the changed parts of the code

- Formulate an opinion on coding standards and practices implemented in the Front Office (FO) system, and on any evolutions thereof, in accordance with FO governance procedures

- Ensure that all the review work is well documented and transparent - balancing the need for timely delivery to market with appropriate and diligent review.

- You will also be expected to maintain productive working relationships with front-office quantitative groups & IT support groups.

Qualifications :

- To be considered for this role, you must have 5+ years proven experience in a previous Quant Developer role working on model validation/ derivatives valuations /quantitative risk modelling.

- You are expected to have solid coding skills in C++ and C#, with knowledge of mathematics and financial concepts involved in derivatives valuations and risk modelling, including Value-at-Risk, XVAs (CVA, FVA).

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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