Associate/Lead - Quant Developer - Captive KPO

We have a Quant development role with a leading captive KPO client in Mumbai.

- This opportunity will allow you to work with global team of developers, quants and risk managers in developing and maintaining critical credit risk calculation engines. Members of the team are exposed to a broad array of financial products, pricing, and risk models.

- The role offers you an opportunity to work on designing, developing and maintaining models - pricing, risk, simulation models across asset classes such as interest rate, FX, Equity derivatives.

- You work closely with business analysts and other developers in helping them understand the models and also support existing systems for timely resolutions.

- We are looking for candidates who have a strong computational math/ physics background, have worked on areas like stochastic calculus, black scholes option pricing or binomial pricing or monte carlo methods of pricing with good programming skills using C++/ C# etc.

- A background in analytics library may be helpful