Sr Analyst/Associate - Data Structure/Algorithm - C++/Python

Candidates from Computer Science background only from Tier I Institutes.

Responsibilities

Individual will perform as a contributing member in.

- Designing and Implementing models/methods/products in the legacy software

- Creating and implementing tests to validate risk management frameworks for exotic equity derivatives

- Contribute towards debugging and implementation of risk management frameworks

- Understand business requirements and translate those into deliverables.

- Identify and eliminate possible obstacles and identify alternative solutions

Required Skills

- Minimum of 1 year of development experience is a must, esp. in C++, Python, Excel/VBA. Knowledge of C++ Standard Template Library (STL), Data Structures and Algorithms is a must.

- Quantitative skills.

Knowledge of following is compulsory:

- Basic Knowledge of Derivatives is compulsory, including the following:

- Stochastic calculus

- Differential Equations, Probability theory, Numerical Methods

- Vanilla and Exotic Derivative Products

- Pricing Models, Black Scholes, Local Volatility, Heston model

- Merton Jump Diffusion model

Qualifications:

- B. Tech in Computer Science or Computer Engineering from a top tier school.