GreenPoint Global - Senior Quantitative Expert

GreenPoint is seeking a senior quantitative expert to lead our team of quantitative professionals for several ongoing projects with major financial institutions in the Americas. This position is based in India and does not have a location constraint across the country. Green Point is a global partner with Finastra across all levels of engagement.

You will be working with the company's development and product research divisions and will have the opportunity to interact directly with clients. You will perform quantitative research and design quantitative solutions based on market leading financial technology.

Comprehensive knowledge of fixed income and foreign exchange instruments and curves across G7 and other countries. Must be familiar with the construction of risk-free curves and associated quantitative techniques and valuation methodologies of traded instruments as well as calendar and day count conventions. Desirable but not necessary are familiarity with advanced interpolation and fixed-income modelling techniques. Experience with Finastra's Summit system is a big plus

Responsibilities:

- Research best market practice on the RFR transition regarding curve construction and derivative product fallback approach.

- Implement RFR-related configuration within the software and conduct impact analysis.

0 Comprehensive knowledge of fixed income and foreign exchange instruments and curves across G7 and other countries. Must be familiar with construction of risk-free curves and associated quantitative techniques and valuation methodologies of traded instruments as well as calendar and day count conventions. Desirable but not necessary are familiarity with advanced interpolation and fixed income modelling techniques. Experience with Finastra's Summit system is a big plus

Responsibilities:

- Research best market practice on the RFR transition regarding curve construction and derivative product fallback approach.

- Implement RFR-related configuration within the software and conduct impact analysis.

- Prepare functional documentation and provide support to clients.

- Design and implement quantitative solutions for clients.

- Good understanding/experience of yield curve construction (multi-curve framework, CSA Discounting Framework).

- Good understanding/experience of financial production and their valuation, such as derivative (Swaps, Swaption, Cap/Floor...), Loans is preferred.

- Good understanding/experience of Collateral Management is preferred.

- Related work experience in model validation/ middle office is a preferred.

- MS in Quantitative Finance is preferred.

- Advanced programming skills in Python, R is preferred.

- Advance excel skills are preferred.

- Strong attention to detail.

- Strong analysis and critical thinking skills.

Salary offered: 10-18LPA