Senior Quantitative Developer - Fixed Income

Remote Full-time
Company Description Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world. Job Description • The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology. • Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new rates models. • Analytical Support: Maintain existing models, interact with client portfolio managers, traders and risk managers. • Test models and explain any differences with expected results • Qualifications • 5+ years of quantitative model development experience using Python Quantlib and C++ • A Degree in a Quantitative Field: • Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model) • Exposure to curve building and stochastic volatility models. • Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes. Additional Information Compensation - 50 lakhs p.a Benefits: • Work from home opportunities • Extended health care • Dental care • Life insurance Apply tot his job
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