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HR at Callisto Talent Solutions Private limited
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Senior Quant Developer - Option Pricing (2-4 yrs)
One of our clients is a growing analytics boutique, strategic advisor and financial technology firm present in Europe, Middle-east and APAC region and 100% subsidiary of international investment bank based in Switzerland.
They are expanding their team of quantitative developers in Mumbai, hence looking to hire potential candidate with at least 2 years of hands-on experience in option pricing model development along with coding in Python.
Key responsibilities:
- Responsible to develop real time pricing models for cryptocurrency options and derivatives.
- Maintain historical databases of option prices and analytics, including Greeks.
- Develop python-based tools to aid trading and risk management decisions
- Build and maintain professional and highly reusable code which can be integrated into the overall platform.
Key essential to qualify for this role:
- Qualified degree in computer science OR computational math OR Econometrics
- Min. 2 years of Python experience mandatory (including packages such as pandas, numpy, scipy)
- Hands-on experience with implementing complex option pricing models, knowledge of Equity and FX option modeling techniques as well as volatility surface calibration.
- Experienced in quantitative back-testing of derivatives strategies
- Experience with APIs, Github/Gitlab, and SQL based time series databases
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