Quantitative Analyst

Job Expectations :

- Min 5+ years of relevant experience in Securities Quantitative Analytics,

- Min 5+ years' experience in Rates Quant

- Excellent verbal, written, presentation and interpersonal communication skills

- Hands-on experience in programming in JAVA-8(functional programming)

- Good writing skills

- 5+ years' experience coding in Java or C++

Skills Expectations :

- Acceptable if they have done Model Validation + Implementation, provided theyve also built/developed models.

- Models should be Front Office-focused (pricing, derivatives, XVA, FO libraries) - not Risk Models (credit risk, market risk, stress testing).

- Strong skills in Python + C++ (and Java for VP roles) with experience in calibration, testing, and deployment.

- Preference for exposure across Interest Rates, FX, Equity, Credit, Commodities, or XVA products.

- Experience in Valuation of an interest rate swap -

- Have worked on Stochastics calculus

- OOPS programming in C++/Java

- Functional programming in Java

- Exp in C++/Rust and Java, if not should have exp in C++

In this role, you will :

- We are looking at a Rates Quant with C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk.

- Work in our quant library in C++, as needed, to adapt our generic models to specific use cases.

- Understanding valuation of basic products like Treasury Bonds, Interest Rate swaps.

- Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.

- Lead complex initiatives with broad impact and act as key participant in large-scale planning

for Securities Quantitative Analytics

- Review and analyze complex multi-faceted, larger scale or longer-term business, operational,

or technical challenges that require in-depth evaluation of multiple factors including

intangibles or unprecedented factors

- Use quantitative and technological techniques to solve complex business problems

- Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation

Desired Qualifications :

- Participating in model development and deployment

- Participating in model software implementation

- Writing code (in Java 8-functional programming) and refactoring code

- Testing and testing documentation

- Participating in unit testing, large scale Quant testing, pre-integration testing, integration

testing, regression testing, UAT

- Debugging case preparation (to produce isolated cases to demonstrate the issues) for the

Rates Quants

- Debug and conclude data issues/model input issues

- Part of the model documentation

- Production of health monitoring tools

- Participating in the creation, execution and development of Front Office test plans

- Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts/results as requested by stakeholders