Quantitative Developer

Company Description

SysMind specializes in providing innovative IT services and delivering top-tier staffing solutions to drive businesses forward. We have been enabling digital transformation and empowering our clients with exceptional talent. Join us on our journey of technological excellence

Role Description :

Develop quantitative models in 3 areas Independent price verification models that govern key business strategies and decisions related to valuation of products including complex derivatives and hard to value private investments.Revenue analysis and modelling that governs new activity review, valuation adjustments and signoff of daily P&L for all of market making desks.Regulatory Capital models for key externally reported capital metrics that play a key role in determining forward-looking business strategies and decisions in an evolving regulatory landscapeProvide ongoing testing and support for existing models.Documentation and quality control of models.Work in a dynamic, fast-paced environment that provides exposure to all areas of FinanceBuild strong relationships with business partnersIdentify opportunities for cross-divisional collaboration and reuse of common solutionsProvide technical and functional guidance and leadership to junior members on a need basisPhD or Master’s degree in a quantitative field such as mathematics, physics, statistics or engineering

Skills and Experience :

2-4 years experience in financial modeling excellent command of mathematics, modeling and numerical algorithms.Exposure to machine learning and data science skills, and applications in finance is a plus.Strong programming skills and experience with an object-oriented programming language (such as C++, Python, or Java).Excellent communication skills including experience speaking to technical and business audiences and working globally.Comfortable with multi-tasking, managing multiple stakeholders and working as part of a team.

Key Skills

• Java
• Python
• OOP