06 Aug
|
Jobility
|
Noida
About the Role
Jobility Talent Solutions is hiring an experienced Quant Developer for a leading global financial institution. We are seeking professionals with deep expertise in Fixed Income products, pricing analytics, and risk modeling, combined with strong technical development skills.
This is not a trade processing, operations, or risk reporting role. The ideal candidate should have hands-on experience building or supporting front-office or quantitative applications used by traders, quants, or risk teams, with a solid understanding of Fixed Income markets.
Key Responsibilities
- Design, develop, and enhance applications supporting Fixed Income trading, pricing, and risk analytics.
- Build and maintain pricing and valuation models for Fixed Income products.
- Develop analytics around interest rate curves, sensitivities, and market risk.
- Work closely with traders, quants, business analysts, and technology teams to deliver trading and analytics solutions.
- Analyze market data and implement pricing logic for Fixed Income instruments.
- Support model enhancements, performance optimization, and production issues.
- Participate in architecture discussions and contribute to scalable quantitative solutions.
- Ensure high-quality coding standards, testing, and documentation.
Must-Have Skills & Experience
Financial Markets Expertise
- US Treasury securities
- Interest Rate Swaps (IRS)
- Corporate Bonds
- Fixed Income markets
Strong understanding of:
- Yield curves
- Interest rate curves
- Curve construction
- Bond pricing
- Swap valuation
- Duration
- DV01/PV01
- Convexity
- Risk sensitivities
- Market risk concepts
Experience with:
- Pricing models
- Risk models
- Interest curve analytics
- Fixed Income valuation methodologies
Knowledge of trading strategies such as:
- Curve Trades
- Relative Value (RV) Trading
- Spread Trading
- Yield Curve Analysis
Technical Skills
- Robust programming experience in Java and/or Python
- Experience developing financial or quantitative applications
- Strong understanding of algorithms and data structures
- Experience with market data integration
- SQL and database development
- UNIX/Linux environment
- Version control systems (Git)
📌 Quant Developer (Noida)
🏢 Jobility
📍 Noida