Vichara Technologies
Senior Quantitative Developer - Fixed Income
Vichara Technologies, Ridgewood, New Jersey, us, 07450
Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world. Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
Job Description
The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology. Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new rates models. Analytical Support: Maintain existing models, interact with client portfolio managers, traders and risk managers. Test models and explain any differences with expected results
Qualifications
5+ years of quantitative model development experience using Python Quantlib and C++ A Degree in a Quantitative Field: Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model) Exposure to curve building and stochastic volatility models. Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes.
Additional Information
Compensation - 50 lakhs p.a
Benefits:
Work from home opportunities Extended health care Dental care Life insurance
Seniority level
Seniority level Mid-Senior level Employment type
Employment type Full-time Job function
Job function Finance and Sales Referrals increase your chances of interviewing at Vichara Technologies by 2x Sign in to set job alerts for “Quantitative Developer” roles.
Quantitative Developer / Analysis - W2 Role
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Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world. Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
Job Description
The quant team is responsible for providing valuation and risk calculations for all products traded by the firm (primarily rates, foreign exchange and credit) across a variety of applications. The team is implementing a new quantitative analytics library and are looking for an individual to drive the technology. Quantitative Modeling: Expand product and market coverage to address evolving client needs by researching, implementing and rolling out new rates models. Analytical Support: Maintain existing models, interact with client portfolio managers, traders and risk managers. Test models and explain any differences with expected results
Qualifications
5+ years of quantitative model development experience using Python Quantlib and C++ A Degree in a Quantitative Field: Experience in Bonds and interest rates derivatives (swap, swaptions, CMS spread options, midcurves, etc) and modeling (short rate, Libor Market Model) Exposure to curve building and stochastic volatility models. Expertise in stochastic calculus and numerical methods such as Monte-Carlo simulation, finite difference schemes.
Additional Information
Compensation - 50 lakhs p.a
Benefits:
Work from home opportunities Extended health care Dental care Life insurance
Seniority level
Seniority level Mid-Senior level Employment type
Employment type Full-time Job function
Job function Finance and Sales Referrals increase your chances of interviewing at Vichara Technologies by 2x Sign in to set job alerts for “Quantitative Developer” roles.
Quantitative Developer / Analysis - W2 Role
Junior Quantitative Developer - Volatility
Trading/Quantitative Modeling | Analyst | New York
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New York, NY $150,000.00-$250,000.00 1 month ago New York City Metropolitan Area $150,000.00-$200,000.00 2 weeks ago New York City Metropolitan Area 6 days ago New York City Metropolitan Area $150,000.00-$200,000.00 4 days ago Quantitative Developer (HFT - New Desk - Not Tower) (New York)
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Quantitative Trader, ETF Team - Fixed Income
New York, NY $125,000.00-$225,000.00 2 weeks ago New York, NY $109,800.00-$183,000.00 2 weeks ago Jersey City, NJ $100,000.00-$135,000.00 2 weeks ago Algo Trading Quant – Advanced Analytics for Credit Trading
New York, NY $140,000.00-$180,000.00 2 weeks ago New York, NY $200,000.00-$230,000.00 5 days ago New York, NY $300,000.00-$500,000.00 2 weeks ago New York City Metropolitan Area 2 weeks ago Quantitative Software Developer for Systematic Strategies (New York, London, Paris, Hong Kong, Singapore)
We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
#J-18808-Ljbffr