3 Fincad Jobs

You will be responsible for running the full production cycle for all Derivatives asset types in AMERS, which includes preproduction and quality analysis, production, and deliveries. Additionally, you will gather requirements for Derivatives products in both vanilla asset types (IRS, Swaptions, FX and Equity Options, CDS, TRS, Inflation swaps) and complex products (Dispersion Swaps, Volatility Swaps, Hybrid products, Exotic Structured Notes). Managing the clients workflow evaluation pricing cycle and supporting TRPS Derivatives clients communications will also be part of your duties. To excel in this role, you should possess a Bachelor's and/or master's degree in Finance, preferably in Quantitative Finance, Mathematical Finance, or Financial Engineering. A well-rounded knowledge of financial markets is essential, along with the ability to independently research and apply complex concepts in a real-world context. You must be self-motivated, have the ability to learn quickly, and operate under tight time constraints. Strong problem-solving skills are crucial, along with proficiency in Excel and good verbal and written communication skills. You should have the confidence and poise to explain and defend evaluations to customers. Preferred skills for this position include experience with Rates using CALYPSO, working with both vanilla and complex derivatives, IRS and Swaptions expertise, familiarity with financial libraries and functions such as PIL, FINCAD, Numerix, and programming experience in scripting languages like C++, JAVA, or Python. As part of the LSEG team, you will be joining a dynamic organization of 25,000 people across 65 countries. Your individuality will be valued, enabling you to bring your true self to work and enrich the diverse workforce. You will experience a collaborative and creative culture that encourages new ideas and is committed to sustainability across the global business. LSEG is dedicated to re-engineering the financial ecosystem to support and drive sustainable economic growth, aiming to achieve growth by accelerating the just transition to net zero, enabling growth of the green economy, and creating inclusive economic opportunity. LSEG offers a range of tailored benefits and support, including healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.,

You will be joining Vichara, a Financial Services firm known for specializing in enterprise systems and quantitative solutions for institutional capital markets participants. The company's platforms manage billions in fixed income assets, facilitating valuation, risk assessment, accounting, and data workflows for global investment firms. Headquartered in New Jersey, Vichara operates major development centers in Gurgaon, Toronto, and Bogot. For more information, you can visit www.vichara.com. In this role, you will have the opportunity to work on a project where a global asset manager is transitioning from a third-party analytics stack to a greenfield, open-source valuation and risk engine for fixed income portfolios, including sovereigns, corporates, MBS/ABS, and interest rate derivatives. Your responsibilities will involve collaborating with a team of quants to develop a new library in Python and C++ on top of QuantLib and Open Source Risk Engine (ORE). This will also include integrating the new system with the client's data and validating results against legacy outputs. As a qualified candidate, you are expected to: - Design modular pricing, curve-building, cashflow, and risk components using QuantLib / ORE and create Python bindings for desk-level analytics. - Implement and calibrate term structure, credit spread, and volatility models in high-performance C++ with unit-tested Python wrappers. - Develop loaders to ingest existing Numerix trade data and create regression tests to match PV, DV01, CS01, convexity, and Greeks within agreed tolerances. - Optimize critical routines using multithreading and caching techniques. - Integrate market data and set up infrastructure using Azure Kubernetes. The ideal candidate should possess: - A Masters or PhD in Quantitative Finance, Financial Engineering, or a related field. - At least 5 years of experience in building pricing or risk libraries for rates or credit products, with prior experience in Numerix, FinCAD, or in-house libraries being a plus. - Proficiency in expert C++17/20 for high performance and/or strong Python skills. - Hands-on experience with QuantLib (preferably with upstream contributions) and a working knowledge of ORE architecture, including skills in curve construction, bootstrapping, Monte Carlo simulations, finite-difference PDEs, and XVA concepts. - Familiarity with Azure CI pipelines, Docker/Kubernetes, and Git-centric workflows. The compensation for this position ranges from 40 to 50 lakhs per annum, along with benefits such as extended health care, dental care, and life insurance.,

At EY, you'll have the chance to build a career as unique as you are, with the global scale, support, inclusive culture, and technology to become the best version of you. And we're counting on your unique voice and perspective to help EY become even better, too. Join us and build an exceptional experience for yourself, and a better working world for all. Your key responsibilities include providing and supervising valuation support services independently valuing derivative products such as Interest Rate Swaps, Credit Default Swaps, FX and Equity Options, Inflation products for various Audit Clients. You will also analyze the non-performance risk for various derivative instruments, incorporating the credit risk of the counterparty and the Client into fair value estimations. Validating hedge accounting procedures related to hedge effectiveness testing methodology and ineffectiveness measurement of hedging derivatives in accordance with US GAAP, ASC 815, IFRS 9, or IAS 39 is also part of your role. You will work closely with a team of professionals with diverse skills and backgrounds, consistently delivering quality services. It is essential to demonstrate technical capabilities, professional knowledge, maintain long-term relationships and networks with various stakeholders, possess strong written and verbal communication skills, and cultivate business development opportunities. Everything you do will revolve around providing exceptional services to clients. Colleagues and clients will rely on you to lead project components, drive high-quality results while coaching & motivating staff, and managing client expectations. This role will help you build knowledge and experience, become a trusted advisor, and elevate your career to new heights. Skills and attributes for success include developing high-quality work products within expected timeframes, managing high volume work, and effectively communicating with key stakeholders regarding status, issues, and key priorities to achieve expected outcomes. Understanding Clients" unique ambitions and needs and referring them to colleagues in other teams and areas to broaden business relationships is crucial. To qualify for the role, you should have a Bachelor's degree in finance, economics, accounting, engineering, or a related discipline with a minimum of 3-6 years of relevant work experience; or a Master's degree in Finance, Accounting, Business, Management, or a related field with a minimum of 1.5-2 years of relevant work experience. Relevant experience in the financial services industry with either a consulting firm, internal consulting organization, or within front office or market risk, counterparty risk, or related areas at leading financial services institutions is required. Strong competencies in derivatives pricing and valuation, counterparty credit risk, credit valuation adjustment (CVA), hedge effectiveness testing, and knowledge of valuing derivatives using Numerix, Fincad, and similar applications are essential. Excellent communication, strong problem-solving skills, and technical skills such as Advanced Excel, SQL, and Python are preferred. Ideally, you'll also have a go-getter attitude and the ability to work under strict deadlines. Working at EY offers a competitive compensation package based on performance and recognition for the value you bring to the business. In addition, you'll experience a collaborative environment, excellent training and development prospects, and an excellent team of senior colleagues dedicated to managing and varying your workload. EY exists to build a better working world, creating long-term value for clients, people, and society, and building trust in the capital markets. Through data and technology, diverse EY teams in over 150 countries provide trust through assurance and help clients grow, transform, and operate in various sectors. Working across assurance, consulting, law, strategy, tax, and transactions, EY teams ask better questions to find new answers for the complex issues facing the world today.,