06/04 Pushkaraj Ramesh Sawant
Quantitative Finance Recruiter at Black Turtle India Pvt. Ltd.

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Quantitative Developer - Investment Bank (3-5 yrs)

Bangalore Job Code: 814727

We are Looking for Strong Quantitative Developers with Good academic Background for a Leading Investment Bank in Mumbai. Candidate should have thorough understanding or practical exposure of developing pricing models by using C++ code.

Business Unit Overview :

The Quantitative Research team is a global team with its principal centres in London, Tokyo, Mumbai, New York and Singapore. The aim of the team is to predict the likely future outcomes of financial markets, so that Banks traders can execute profitable trades and the firm can correctly value them. The team comprises about sixty people globally, often exceptionally talented individuals, with strong and deep knowledge of modelling and computer science.

Quant works involves many different skills and abilities, all of which involve centre around being able to solve complex quantitative problems in an accurate and timely way.

The core quant function is to calculate the correct price for any of Bank's financial trades across all the asset classes (interest rates, equity, FX, credit, etc). This involves a sequence of steps starting with the basic modelling of financial markets, through to designing a model for any particular product, and finally implementing that model in C++ computer code. Bank's quants also have an industry-leading approach to calculating the risks of trades (known as the - greeks- ).

Other areas of quant activity include e-trading algorithms; pricing adjustments for capital, collateral and margin; and general advisory to the firm on risk, valuation and systems issues.

Responsibilities :

- Working as a fully integrated member of the global quant team, part of the front office

- Gain knowledge of the relevant global financial products

- Understanding and implementing the state-of-the-art pricing models in C++ code

- Working with traders and structurers to enable new trades to be executed

- Interacting with risk managers and other corporate functions to explain new quant models

- Learn how to efficiently calculate - fast greeks- for the firm's trades, using state-of-the-art methodologies

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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