Senior Quantitative Developer Vichara Technologies

5.0 - 9.0 years

0 - 0 Lacs

haryana

On-site

You will be part of a team of quants at Vichara, working on a project to build a greenfield, opensource valuation and risk engine for a global asset manager's fixed income portfolios. This project involves designing modular pricing, curve building, cashflow and risk components using QuantLib and OpenSource Risk Engine (ORE) in Python and C++. You will also be responsible for implementing and calibrating term structure, credit spread and volatility models, building loaders to ingest trade data, optimizing critical routines, integrating market data, and setting up infrastructure using Azure Kubernetes. **Key Responsibilities:** - Design modular pricing, curve building, cashflow and risk compon...

Posted 4 weeks ago

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Senior Market Analyst LSEG (London Stock Exchange Group)

3.0 - 7.0 years

0 Lacs

maharashtra

On-site

You will be responsible for running the full production cycle for all Derivatives asset types in AMERS, which includes preproduction and quality analysis, production, and deliveries. Additionally, you will gather requirements for Derivatives products in both vanilla asset types (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes). Managing the clients workflow evaluation pricing cycle and supporting TRPS Derivatives clients communications will also be part of your duties. To excel in this role, you should possess a Bachelor's and/or master's degree in Finance, preferably in Quant...

Posted 3 months ago

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Senior Quantitative Developer Vichara Technologies

5.0 - 9.0 years

0 - 0 Lacs

haryana

On-site

You will be joining Vichara, a Financial Services firm known for specializing in enterprise systems and quantitative solutions for institutional capital markets participants. The company's platforms manage billions in fixed income assets, facilitating valuation, risk assessment, accounting, and data workflows for global investment firms. Headquartered in New Jersey, Vichara operates major development centers in Gurgaon, Toronto, and Bogot. For more information, you can visit www.vichara.com. In this role, you will have the opportunity to work on a project where a global asset manager is transitioning from a third-party analytics stack to a greenfield, open-source valuation and risk engine fo...

Posted 3 months ago

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Title Senior Risk Consulting EY

2.0 - 6.0 years

0 Lacs

kolkata, west bengal

On-site

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Your key responsibilities include providing and supervising valuation support services independently valuing derivative products such as Interest Rate Swaps, Credit Default Swaps, FX and Equity Options, Inflation products for various Audit Clients. You will also analyze the non-performance risk for various derivative instruments, incorporati...

Posted 3 months ago

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