Risk Technology is looking for a hands on Senior C quant developer
The candidate will design and develop advanced scenario generation and valuation models for Counterparty Credit Risk Management
The role requires excellent communication skills strong analytical problem solving abilities solid academic background and expert programming skills Knowledge of financial products and markets is essential to succeed in this role
Core responsibilities include Design and implement analytical models for counterparty credit and market risk calculations
Support end to end model validation and application platform
Integration testing Ability to interpret and analyze new regulatory analytics requirements Mentor junior developers Maintain up to date understanding of the project and communicate at a variety of levels the activities risks issues assumptions dependencies of the project Manage multiple tasks effectively and independently to meet deadlines
Advanced degree PhD will be advantage.
MS Eng in a quantitative field such as Math Statistics Computational Finance or Engineering
6 years of hands on software development experience in C expert programmer
Advanced Quantitative Skills Numerical Methods Stochastic Calculus Probability and Random
Processes Martingale Methods in arbitrage pricing Statistics Time Series Analysis Intimate familiarity with OTC Product space
Knowledge of fundamental traded products valuation methodologies market data industry trends etc.
Conversant with build deployment and debugging processes on Linux such as GDB Make
Make files SVN CVS Scripting At least one of the following Python Perl Matlab R
Must be able to communicate and interact effectively with business user’s product quants project managers and IT stakeholders
Must be well organized and able to meet stakeholder delivery commitments
Capgemini SE is a French multinational corporation that provides consulting, technology, professional, and outsourcing services. It is headquartered in Paris, France. Capgemini has over 270,000 employees in over 50 countries, of whom nearly 120,000 are in India.