Manager - Risk/Digital & Analytics Practice at Michael Page India
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Quant Developer - Interest Rate/Fx Derivatives - Python/C++/Java - Consulting Firm (2-8 yrs)
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.
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.
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