Description

Design and implement analytical models for counterparty credit and market risk calculations.

This role is on-site.

Responsibilities

• Design and implement proprietary systems across multiple trading areas.
• Develop, test, and deploy projects while supporting end-to-end model validation and platform integration testing.
• Manage build, deployment, and debugging processes on Linux using GDB, Make, and Makefiles.
• Communicate project risks, issues, assumptions, and dependencies to stakeholders.
• Handle multiple tasks independently to meet delivery commitments and deadlines.

Required Skills

• 6+ years of hands-on software development experience in C++ as an expert programmer.
• Proficiency in scripting with at least one of: Python, Perl, Matlab, or R.
• Advanced quantitative skills in Numerical Methods, Stochastic Calculus, Probability, Random Processes, Martingale Methods, and Statistics/Time Series Analysis.
• Deep familiarity with the OTC Product space, including valuation methodologies and market data.
• Experience with complex data structures, patterns, UI design, data visualization, and real-time/low-latency event processing.
• Proficiency with Git, Continuous Integration, and Automated Deployments.
• Bachelor’s Degree in Computer Science, Computer Engineering, or a closely related field.

Preferred Skills

• Java development knowledge.
• Experience with open-source software or industry experience in quant modelling.

Key Skills

Education

Any Graduate