Associate - Quantitative Modelling - Bfsi/kpo

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