Position Title: Delivery Manager
Experience Level : 6+ years
Location: Bangalore/Pune
Job Purpose:
The FICC Quant Developer should possess a robust understanding of Fixed Income, particularly in pricing calculations. The ideal candidate should be proficient in Python or other relevant programming languages and have experience in developing fixed income pricing models or calculations engines.
Key Responsibilities
Developing Fixed Income pricing/valuation and analytics models using statistical techniques
Interacting with the trading and client senior technology team to analyze and understand their requirements
Back testing models
Working on implementing models on client calculation platforms; understanding of data quality nuances and ability to design rules around it
Handle ad hoc requests for data analysis or building peripheral models.
Job Requirements
Experience
Postgraduate in Economics/Financial Engineering/Maths/Physics, at least 8+ years of work exp.
Proficient in econometrics, with prior experience in quantitative modeling specifically in Fixed Income
Good understanding of Fixed income as an asset class, pricing and valuation and other analytics
Coding skills: Python/C#/C++ etc. (advanced level)
Having a good knowledge of databases preferably third-party providers like Bloomberg
Advanced Excel/VBA and quantitative skills: Ability to work with and analyse large set of data and information.
Excellent communication and interpersonal skills
High level of independent thinking and approach
