SalaryNot Specified
Job TypeFull Time
Job Location Mumbai,Maharashtra,India


C++ Software Engineering Python High Performance Computing Quantitative Research Programming Model Development Design Development Team Skills Product Pricing
7 to 9 Years
Accounting / Audit / Taxation
Functional Area
Associate - Quantitative Modelling
- This position is a Quant profile to support the activities of the Quantitative Research Group
Model Development : Devising/improving models on new/existing product strategies, building models in the firm's platform, back-testing of strategies and reconciling back-tests with model outputs.
Product Pricing models : Independently prepare pricing models for derivative product structures using internal pricing models as per the client requirements.
Booking/ Deal Review : Independent quantitative evaluation of complex and technical models, focusing on payoff construction and would cover methodology, construction and testing of models.
Reporting and Compliance : Familiarity with internal and regulatory guidelines on Model assessment and Reporting; Implementation of remediation; reviewing the process of trade booking in the proprietary systems
Programming : Must have demonstrated programming experience with C++. Experience in working / creating customized C++ libraries will be a plus.
Software Engineering : Duties including the full-range of programming tasks - problem analysis, solution determination, code design and development, integration, test, modification and documentation
Essential Skills :
- Highly analytical bent of mind and quantitative skills, high level of proficiency in C++ / Python programming; High performance computing
- Close attention to detail and ability to work to very high standards
- Good communication and team skills in a multi-location set up
- Relevant experience of at least 7-8 years in similar roles in Quant Research and Model Development will be an advantage

Abc Consultants Pvt Ltd
Abc Consultants Pvt Ltd
35 C, Popular Press Building, Pandit Malviya Road, Tardeo, Mumbai - 400034, Opposite Cross Roads
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