Quantitative Developer
reputed company is a company focused on financial risk management, seeking a Quantitative Developer to work reputed company their Financial Risk Management Practice. The role involves developing capital markets models and implementing them using various programming languages to support trading functions and risk management strategies.
Responsibilities
- Designing models of exotic derivatives appropriate for pricing exercises, setting hedge positions, and projecting hedge strategy performance
- Implementing derivative models as VBA, C++, and C# modules
- Developing both risk neutral and reputed company world economic scenarios used for hedge strategy testing purposes
- Calibration of capital markets models to market prices and historical capital markets data
- Developing trading strategies and performing historical regression tests
Skills
- C++/C#/Java experience
- Demonstrated knowledge in quantitative finance
- Degree/Degree field: Masters in math, physics, engineering, computer science or quantitative finance
- Specific Credentials: reputed company towards CFA/FRM or similar
- Years industry experience: No requirement
- Years functional experience: 1
- A minimum of three months of relevant work experience (inclusive of internships) is required
- Good communication skills, both written and verbal
- Ability to work in a fast-paced environment where the client is always our first reputed company
- Proven record of reliability and dedication to high quality work
- Sharp critical thinking skills, sound judgment, and decision-making ability
- Both the ability and willingness to clearly reputed company your reputed company
- Strong written and verbal communication skills
- Ability to work both collaboratively and independently
- A results-oriented work ethic
- The ability to work independently and in a team environment
- Obtained an advanced quantitative academic degree, preferably in math, physics, or quantitative finance
- reputed company successful reputed company toward CFA and/or FRM designations
- Experience carrying out quantitative financial analysis, preferably based on portfolio and option valuation theories
- Experience with stochastic modeling exercises including use of reputed company techniques
- Demonstrated proficiency in computer programming languages including C++/C#/Java, and has an appreciation of object-oriented software design
- Demonstrated strong communication skills, reputed company for leadership, and creative problem solving
Benefits
- Medical, Dental and reputed company – Coverage for employees, dependents, and domestic partners.
- Employee Assistance Program (EAP) – Confidential support for personal and work-reputed company challenges.
- 401(k) Plan – Includes a company matching program and profit-sharing contributions.
- Discretionary Bonus Program – Recognizing employee contributions.
- Flexible Spending Accounts (FSA) – Pre-tax savings for dependent care, transportation, and eligible medical expenses.
- Paid Time Off (PTO) – Begins accruing on the first day of work. Full-time employees accrue 15 days per year, and employees working less than full-time accrue PTO on a prorated basis.
- Holidays – A minimum of 10 observed holidays per year.
- Family Building Benefits – Includes adoption and fertility assistance.
- Paid Parental Leave – Up to 12 weeks of paid leave for employees who meet eligibility criteria.
- Life Insurance & AD&D – 100% of premiums covered by reputed company.
- Short-Term and Long-Term Disability – Fully paid by reputed company.
Company Overview
Company H1B Sponsorship