What are the responsibilities and job description for the Senior Quantitative Developer - Interest Rate Pricing Models position at Vichara Technologies?
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
Document all changes and prepare submission packages for MRMG’s review
Respond to feedback from MRMG and adjust submission packages accordingly as appropriate”
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
Document all changes and prepare submission packages for MRMG’s review
Respond to feedback from MRMG and adjust submission packages accordingly as appropriate”
