Senior Quantitative Developer – Fixed Income
Vichara Technologies
full-time
Posted on:
Location Type: Remote
Location: Remote • New Jersey • 🇺🇸 United States
Visit company websiteSalary
💰 ₹4,000,000 - ₹5,000,000 per year
Job Level
Senior
Tech Stack
Python
About the role
- 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.
- Maintain existing models, interact with client portfolio managers, traders and risk managers.
- Test models and explain any differences with expected results.
Requirements
- 5+ years of quantitative model development experience using Python Quantlib and C++
- A Degree in a Quantitative Field
- Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model)
- Exposure to curve building and stochastic volatility models.
- Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes.
Benefits
- Work from home opportunities
- Extended health care
- Dental care
- Life insurance
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
PythonC++Quantlibquantitative model developmentMonte-Carlo simulationfinite difference schemesstochastic calculuscurve buildingstochastic volatility modelsmodeling