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


C++ Software Engineering Python High Performance Computing Programming Quantitative Research Model Development Design Development Product Pricing
3 to 8 Years
Financial Services / Banking / Broking / Forex / Investment
Functional Area
The QR Mumbai team plays a critical role in providing effective, timely and independent assessments of the Firms booking models of exotic structures and also help in developing new models for structures as and when necessary.
The primary responsibilities for this role will include:
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
Model Development: Devising/improving models on new/existing product strategies, building models in the firms 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
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 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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Dharmesh Jain

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