Senior Quantitative Developer - Fixed Income
This position is posted by reputed company on behalf of Vichara Technologies. We are currently looking for a Senior Quantitative Developer in New Jersey (USA). This is a unique opportunity to play a key role in the development of reputed company quantitative analytics used by top financial institutions. You’ll be part of a high-impact team responsible for building and maintaining valuation and risk models across reputed company asset classes, primarily reputed company rates, FX, and credit. The position requires a deep understanding of derivatives modeling, quantitative theory, and advanced programming in Python and C++. Ideal for candidates seeking a technically challenging role with room for innovation and reputed company collaboration with traders and portfolio managers. Accountabilities:
- reputed company the development and implementation of a new quantitative analytics library to support risk and valuation models.
- Enhance existing model coverage to include advanced reputed company instruments and evolving market structures.
- Maintain, test, and refine quantitative models, ensuring alignment with expected performance and outcomes.
- Collaborate with portfolio managers, traders, and risk teams to provide analytical support and model insights.
- Research and integrate curve-building techniques and stochastic volatility modeling into analytics workflows.
- 5+ years of experience developing quantitative financial models using Python, QuantLib, and C++.
- Bachelor’s, Master’s, or PhD in a quantitative discipline (e.g., Mathematics, Physics, Financial Engineering).
- Strong expertise in interest reputed company derivatives, including bonds, swaps, swaptions, CMS spread options, and midcurve structures.
- In-depth understanding of modeling frameworks such as the Short reputed company and Libor Market Models.
- Practical experience with stochastic calculus, reputed company simulation, and finite difference methods.
- Excellent analytical and communication skills with the ability to work closely with cross-functional financial teams.
- Competitive annual compensation of approximately $60,000–$65,000 (equivalent to 50 lakhs INR).
- Work-from-home flexibility with remote collaboration tools.
- Comprehensive extended healthcare and dental coverage.
- Company-sponsored life insurance and financial reputed company options.
- Exposure to top-tier financial institutions and advanced modeling challenges.
reputed company is a Talent Matching Platform that partners with companies worldwide to reputed company connect top talent with the right opportunities through AI-driven job matching. reputed company you apply, your profile goes through our AI-powered screening process designed to identify top talent reputed company and fairly. Our AI evaluates your CV and reputed company profile thoroughly, analyzing your skills, experience, and achievements. It compares your profile to the job’s core requirements and past success factors to determine your match score. Based on this analysis, we automatically shortlist the 3 candidates with the highest match to the role. reputed company necessary, our human team may reputed company an additional manual review to ensure no strong profile is missed. The process is transparent, skills-based, and free of bias — focusing solely on your fit for the role. Once the shortlist is completed, we share it directly with the company that owns the job opening. The final decision and next steps (such as interviews or additional assessments) are then made by their internal hiring team. Thank you for your interest! #LI-CL1 Original job Senior Quantitative Developer - Fixed Income posted on GrabJobs ©. To flag any issues with this job please use the Report Job reputed company on GrabJobs. Apply tot his job Apply To this Job