Job Description :
5-7 years’ relevant experience in a Quantitative Developer role
Good command of programming using C++, Python
Proven track record of developing and supporting analytics library for pricing and risking Rates, Credit, Equities, Commodities derivatives is an advantage
Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, FRTB, CCAR is an advantage
Solid mathematical finance and statistical analysis skills
Knowledge of probability and stochastic calculus
Familiarity with Numerical analysis/Monte-Carlo methods
Outstanding Python and C++ knowledge
Familiarity with Windows and Linux development


Client : Virtusa/ Citi group

             

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