Senior Quantitative Developer - Fixed Income
Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
Job Description
ā¢ The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology.
ā¢ Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new rates models.
ā¢ Analytical Support: Maintain existing models, interact with client portfolio managers, traders and risk managers.
ā¢ Test models and explain any differences with expected results
Qualifications
ā¢ 5+ years of quantitative model development experience using Python Quantlib and C++
ā¢ A Degree in a Quantitative Field:
ā¢ Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model)
ā¢ Exposure to curve building and stochastic volatility models.
ā¢ Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes.
Additional Information
Compensation - 50 lakhs p.a
Benefits:
ā¢ Work from home opportunities
ā¢ Extended health care
ā¢ Dental care
ā¢ Life insurance
Apply Now
Apply Now
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
Job Description
ā¢ The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology.
ā¢ Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new rates models.
ā¢ Analytical Support: Maintain existing models, interact with client portfolio managers, traders and risk managers.
ā¢ Test models and explain any differences with expected results
Qualifications
ā¢ 5+ years of quantitative model development experience using Python Quantlib and C++
ā¢ A Degree in a Quantitative Field:
ā¢ Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model)
ā¢ Exposure to curve building and stochastic volatility models.
ā¢ Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes.
Additional Information
Compensation - 50 lakhs p.a
Benefits:
ā¢ Work from home opportunities
ā¢ Extended health care
ā¢ Dental care
ā¢ Life insurance
Apply Now
Apply Now