Senior Quant Developer - JAVA

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Exp: 5-12 Years

IT/Computers - Software

Job Description

Job Title : Senior Quant Developer - JAVA

Experience : 5+ Years

Location : Bangalore

Job Description :

ROLES AND RESPONSIBILITIES :

Develop core market risk systems including calculation and aggregation of Sensitivities, Stress Scenarios and VaR.
Develop statistical and forecasting models for Financial Data.
Perform extensive data analysis in MS SQL Server and Snowflake.
Work with multiple asset classes that involve a wide variety of derivative instruments.
Focus on writing code with visible business impact.

KEY REQUIREMENTS :

Should have 5+ years of experience as a Quant Developer.
5+ years of commercial experience in hands-on Java development.
3+ years of strong experience in a relevant Institutional Finance domain (market risk or pricing analytics preferred)
Prior experience in C++ or C# is highly desirable
Should have experience in handling large volumes of financial data
Strong SQL and data analysis skills are essential (MSSQL Preferred).
Experience with Stress scenarios, VaR, Margin calculation and other market risk management concepts is a plus
Comfortable with handling large volumes of data.
Experience in working with web services.
Bachelor's degree in engineering, Computer Science or related field.