19/05 Karan Madhok
Manager - Risk/Digital & Analytics Practice at Michael Page India

Views:1850 Applications:39 Rec. Actions:Recruiter Actions:7

Quant Developer - Interest Rate/Fx Derivatives - Python/C++/Java - Consulting Firm (2-8 yrs)

Bangalore Job Code: 574100

About Our Client:

Our client is a leading consulting setup and are looking to hire a Quantitative Developer having solid experience in object-oriented language along with being hands-on with Python programming.

Job Description:

Reporting into the Head, you would be responsible for:

- Working closely with the quantitative developers and traders on developing quantitative analytics in python

- Performing full range of programming tasks - problem analysis, solution determination, code design & development, integration, test, modification & documentation

- Understanding and analysing valuation models along with associated quantitative analysis for Interest Rate and Fx derivatives

- Designing & implementing models for valuation of derivatives, interest rate curve construction, etc.

The Successful Applicant:

- Bachelors/Masters/PhD with 2-8 yrs of relevant experience

- Excellent exposure in the Quant development space with solid experience of designing algorithms along with excellent understanding of interest rate & Fx Derivatives

- Advanced knowledge of Python along with being adept in C++, Java or Perl

- Good experience of object-oriented analysis/design along with experience of creating/working on customized libraries

- Good communication skills along with experience of dealing with senior stakeholders

What's on Offer:

Excellent work life balance in a very meritocratic culture with leading consulting setup. This role would offer you variation, stability and career progression in addition to a highly competitive compensation.

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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