Chat

iimjobs

jobseeker Logo
Now Apply on the Go!
Download iimjobs Jobseeker App and get a seamless experience for your job-hunting
17/02 Ajay Asati
HR at Solytics Partners

Views:771 Applications:99 Rec. Actions:Recruiter Actions:92

Solytics Partners - Senior Quantitative Consultant - Credit (2-5 yrs)

Pune/Bangalore Job Code: 1050185

Education Qualification: Masters/Ph.D. in (Mathematics, Statistics, Financial Engineering, Finance Economics, or other Quantitative disciplines). CQF would be a plus.

Job Description: Solytics is looking for a quant professional to be part of the quantitative team working on designing and implementing pricers for various credit products and resolve pricing related issues from various stakeholders

Responsibilities:

- Designing and implementation of credit instruments through the product life cycle

- Developing and implementing Pricers for various credit products

- Work with other quants and financial development teams to resolve pricing related issues

- Perform model migrations. Investigate and analyze differences between the legacy platform and the new platform

- Provide BAU support and perform end-of-day processes

- Deliver high-quality client services, including work products, within expected timeframe and budget

- Develop and maintain effective relationships with clients and team members

Requirements:

- 2+ years of development experience in development experience in object-oriented programing, e.g., Python, C++, or Java, etc. (Python preferred)

- Deep understanding of fixed income trading products such as bonds, credit derivatives, interest rate derivatives, Loans, and mortgage derivatives

- Sound understanding of finance and securities valuation (PnL and Greeks/risk calculation) of credit products

- Hands-on experience in simulations, backtesting, stress testing, scenario, and sensitivity analysis.

- Effective communication skills: oral, written, listening, and presentation.

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

Add a note
Something suspicious? Report this job posting.