Quant (Model development)

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

Role & responsibilities

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• 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
• Resolve issues and achieve goals

Preferred candidate profile

• Play an integral role on the trading floor on Interest Rates Options and help solve their problems.
• 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
• Participation in issue resolution
• 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