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19/09 HR
HR at Callisto Talent Solutions Private limited

Views:226 Applications:37 Rec. Actions:Recruiter Actions:33

Senior Quant Developer - Option Pricing (2-4 yrs)

Mumbai Job Code: 1156907

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

Women-friendly workplace:

Maternity and Paternity Benefits

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