Quantitative Developer / Financial Modeling C / C++ (Pune)

As a Quantitative Developer at our company, you will be responsible for analyzing and developing Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements. Your key responsibilities will include: - Analysis and fixing of functional issues raised by clients in the area of financial derivatives valuation, Market Risk, Credit Risk, and CVA computations. - Understanding clients" requirements, analyzing clients" functional specifications and spreadsheets, and implementing solutions on the C#.net platform. - Reading and researching mathematical solutions for regulatory requirements and financial valuations. - Helping sales teams, clients, and implementation teams by providing guidance and demonstrations. - Validating existing models and suggesting any improvements. In terms of qualifications, we are looking for candidates who possess: - Post Graduate in Mathematics/Statistics/Physics/Quantitative Finance or any other subject of quantitative nature. - Proficiency in understanding capital markets, financial derivatives, and risk management. - FRM/PRM certifications are good to have. - Certificate in Quant Finance (CQF) is preferred. To be successful in this role, you should have: - At least 3 years of experience in quantitative development, analysis, and research. - Experience in working with MNCs and interacting with people on-site in the UK, US, and APAC. About the company: We have an enterprise-wide risk engine capable of measuring and monitoring credit exposures and CVAs at lightning speed. The engine prices complex derivatives using closed form and Monte-Carlo techniques, allowing customers to measure and manage Market risk effectively. If you meet the qualifications and have the required experience, we encourage you to apply for this exciting opportunity by sending your resume to jobs@augustainfotech.com.,