Quantitative Developer / Financial Modeling C / C++

As a Quantitative Developer at the company, your role will involve analyzing and developing Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements. You will be responsible for: - Analysis and fixing of functional issues related to financial derivatives valuation, Market Risk, Credit Risk, and CVA computations raised by clients. - Understanding clients" requirements, analyzing functional specifications and spreadsheets, and implementing solutions on the C#.net platform. - Reading and researching mathematical solutions for regulatory requirements and financial valuations. - Assisting sales teams, clients, and implementation teams by providing guidance and demonstrations. - Validating existing models and suggesting improvements. In addition, the company has an enterprise-wide risk engine capable of measuring and monitoring credit exposures and CVAs at a high speed. The engine prices complex derivatives using closed form and Monte-Carlo techniques, enabling customers to measure and manage Market risk effectively. Qualifications required for this role include: - Post Graduate in Mathematics/Statistics/Physics/Quantitative Finance or any other subject of quantitative nature. - Proficiency in understanding capital markets, financial derivatives, and risk management. - FRM/PRM certifications are advantageous. - Certificate in Quant Finance (CQF) is preferred. You should have at least 3 years of experience in quantitative development, analysis, and research, along with experience working with MNCs and interacting with people on-site in UK, US, and APAC. Skills required for this role include proficiency in: - Quantitative finance - Monte Carlo simulations - Financial modeling - Mathematical modeling - C# and C++ - Algorithms and data structures - Market Risk and Credit Risk - FRM, PRM, and CQF certifications Your educational background should include a B.E/B.Tech degree in a relevant field. For further details or to apply for this position, please contact jobs@augustainfotech.com.,