Quantitative Developer Associate Director
MumbaiFull-time5–9 yrsPosted 1 week ago
Senior software engineering role at Apollo India Services in Mumbai. Needs 5+ years and a B.Sc, B.Tech or B.E..
About the role
Extensive familiarity with analytics and risk management as it pertains to derivative asset classes, related trends, issues, and developments will be obtained while working in this position.
What you'll do
- Build, refine and manage quantitative models of valuation, risk sensitivities, risk reporting, stress tests for equity
- Implement models in Fusion Invest platform in existing framework and processes, develop methods of testing code, and document code changes and processes
- Perform continuous monitoring of model performance and quality. Perform stress testing of the Asset-Liability book in complex market scenarios. Implement methods of…
- Work with Quantitative Analyst, Traders, and Portfolio Managers to support rapid development and testing of research ideas on developing new methods and models and its…
- Design, develop, and implement tailored solutions that enhance functionality and address business challenges
What you need
- Java
- C++
- Capital markets
- Performance testing
- Valuation