Senior Quantitative Developer - Fixed Income - Remote

Overview

The quant team at Vichara is responsible for providing valuation and risk calculations for financial products, primarily in rates, foreign exchange, and credit. They are implementing a new quantitative analytics library and are seeking a Senior Quantitative Developer to lead this technology initiative.

In Short

• Drive the implementation of a new quantitative analytics library.
• Expand product and market coverage through new rates models.
• Maintain existing models and provide analytical support.
• Interact with client portfolio managers, traders, and risk managers.
• Test models and analyze results against expectations.

Requirements

• 5+ years of experience in quantitative model development.
• Proficiency in Python and C++.
• Degree in a quantitative field.
• Experience with bonds and interest rate derivatives.
• Knowledge of curve building and stochastic volatility models.
• Expertise in stochastic calculus and numerical methods.

Benefits

• Work from home opportunities.
• Extended health care.
• Dental care.
• Life insurance.