Functional Responsibilities: - Manage and enhance modular and object-oriented open source python code libraries to model, price and assess risk in interest rate and FX derivatives - Implement data manipulation/model calibration algorithms and techniques as directed by business - Continuously enhance the code modules to enable efficient object oriented execution - Automate process associated with models in production - Guide programmers and technology analysts on implementing mathematical models in to the firm's products - Document the models and the associated processes in a high level of detail - Gain ongoing knowledge of accepted practices and current research in the areas of stochastic modeling and derivatives, though academic literature and respected financial journals - Mentor junior SAS programmers and conduct training sessions on implementation of quantitative analytics in SAS Minimum Education: - Bachelor's degree in an analytical subject with supporting academic and/or professional experience developing code in SAS. - Master's degree in Computer Science, Financial Engineering, or other quantitative discipline is highly desirable EXPERIENCE: - 2+ years of QUANT+SAS - Extensive hands-on experience in implementation of quantitative modeling/analytics in SAS

Bangalore

Quantitative Analyst - FX 

Quantitative Analyst - FX  ,Job Description for Quantitative Analyst - FX  in Aarch Solutions in  Bangalore for (2-6) years of experience. Apply Now!

Job Description for Quantitative Analyst - FX  in Aarch Solutions in  Bangalore for (2-6) years of experience. Apply Now!