FIS - Quantitative Developer

Job Summary:

Quantitative Developer with good understanding of quantitative finance and proficiency of developing solutions using C#. The candidate will have to analyze and develop Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements.

Job Description:

Analysis and fixing of functional issues raised by clients in the area of financial derivatives valuation, Market Risk, Credit Risk and CVA computations.

- Understanding client's requirements, analysis of client's functional specifications and spread sheets and implementing solutions on C#.net platform.

- Read and Research mathematical solutions for regulatory requirements and financial valuations.

- Help sales teams, Client, and implementation teams by providing guidance and demonstrations.

- Validate existing models and suggest any improvements.

Product Nature: We have an enterprise-wide risk engine that is capable of measuring and monitoring credit exposures and CVAs at a lighting speed. The engine price the complex derivatives using closed form and Monte-Carlo techniques and allow the customers to measure and manage Market risk.

Qualification:

- Post Graduate in Mathematics/Statistics/Physics/Quantitative Finance or any other subject of quantitative nature.

- Proficient in understanding capital markets, financial derivative and risk management.

- FRM/PRM certifications are good to have.

- Certificate in Quant Finance (CQF) is preferred.

Experience:

- At least 3 years of experience in quantitative development, analysis, and research.

- Experience in working with MNCs and interacting people on-site in UK, US, and APAC.

- Analysis and fixing of functional issues raised by clients in the area of financial derivatives valuation, Market Risk, Credit Risk and CVA computations.

- Post Graduate in Mathematics/Statistics/Physics/Quantitative Finance or any other subject of quantitative nature.

- Understanding capital markets, financial derivative and risk management.