Quantitative Developer / Financial Modeling C / C++

The position of Quantitative Developer requires a candidate with a good understanding of quantitative finance and proficiency in developing solutions using C#/C++. Your primary responsibility will involve analyzing and developing Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements. Your tasks will include analyzing and resolving functional issues related to financial derivatives valuation, Market Risk, Credit Risk, and CVA computations raised by clients. You will need to comprehend clients" requirements, analyze their functional specifications and spreadsheets, and implement solutions on the C#.net platform. Furthermore, you will be expected to read and research mathematical solutions for regulatory requirements and financial valuations, validate existing models, and propose improvements. Additionally, your role will involve supporting sales teams, clients, and implementation teams by providing guidance and demonstrations. The nature of the product you will be working on is an enterprise-wide risk engine designed to measure and monitor credit exposures and CVAs rapidly. This engine prices complex derivatives using closed-form and Monte-Carlo techniques, enabling customers to measure and manage Market risk effectively. Qualifications: - Post Graduate degree in Mathematics/Statistics/Physics/Quantitative Finance or a related quantitative field. - Proficiency in understanding capital markets, financial derivatives, and risk management. - FRM/PRM certifications are desirable. - Certificate in Quant Finance (CQF) is preferred. Experience: - Minimum of 3 years of experience in quantitative development, analysis, and research. - Experience in collaborating with multinational corporations and engaging with individuals on-site in the UK, US, and APAC regions. Key Skills: Quant, Quantitative, Monte Carlo simulations, Risk, Derivatives, Financial Modeling, Mathematical Modeling, C#, C++, Algorithm, Data Structures, Market Risk, Credit Risk, FRM, PRM, quantitative development, analysis, research, CQF, Quant Finance, Quantitative Developer. Industry: IT/Computers-Software Role: Software Engineer Education: B.E/B.Tech For any queries or to apply for this position, please contact jobs@augustainfotech.com.,