Quant Developer - Big4

Our client is a big 4 organisation and they are looking for quant professionals in their risk team.

currently we are looking for quant developers from premier institutes. The role would involve

- writing and reviewing risk methodology documents

- Monte Carlo Simulation process, Interest Rate modelling (Hull White 2 Factor Model), Monte Step Monte Carlo Simulation, Potential Future Exposure

- Working on Derivatives Products in particular IR asset classes

- coding in languages such as C++, C# that are used for pricing and risk models development

- Writing high level solution architecture and technical design documents

We are looking for people with a strong financial engineering and quantitative background

Knowledge on FINCAD pricing library a big advantage