Quantitative Developer - Credit Risk - Consulting Firm

We are Current Hiring for a client based in Pune

- The Credit Risk Analytics team has an opportunity for an experienced quantitative development professional to lead the development of a C# based risk engine to be used for risk calculations.

Duties and Responsibilities :

- Lead a team of quantitative developers to design and develop a risk calculations framework including calculation modules, connectivity to data sources.

- Review alternative implementations and suggest/implement improvements.

- Work with project managers and Risk IT to ensure quant code is seamlessly integrated within the banks's IT systems.

- Manage and support model release processes including integration, regression testing, user acceptance testing.

- Code C# quantitative libraries.

- Supervise and mentor more junior quantitative developers

Essential :

- Strong C# experience, preferably in a quantitative risk role.

- Expert in C# development skills, R, XML, Visual Studio.

- Strong knowledge of object oriented design and design patterns

- Strong mathematical skills, excellent analytic, problem solving, and troubleshooting skills

- Basic Quantitative Risk knowledge

- Written and verbal communication, team working skills

- Effective communication skills and ability to work well in a team and a relationship builder.

- Highly organised, good planner, tracker and chaser with ability to engage experts to deliver.

- Ability to produce high quality, accurate work, under pressure and to tight deadlines.

- Willingness to question and challenge the way things are done and to propose alternative approaches