ROLES AND RESPONSIBILITIESDevelop core market risk systems including calculation and aggregation of Sensitivities, Stress Scenarios and VaR.Develop statistical and forecasting models for Financial Data.Perform extensive data analysis in MS SQL Server and Snowflake.Work with multiple asset classes that involve a wide variety of derivative instruments.Focus on writing code with visible business impact.ďťżKEY REQUIREMENTSShould have 5+ years of experience as a Quant Developer.5+ years of commercial experience in hands-on C#.3+ years of strong experience in a relevant Institutional Finance domain (market risk or pricing analytics preferred)Should have experience in handling large volumes of financial dataStrong SQL and data analysis skills are essential (MSSQL Preferred). Experience with Stress scenarios, VaR, Margin calculation and other market risk management concepts is a plusComfortable with handling large volumes of data.Experience in working with web services.Bachelorâs degree in engineering, Computer Science or related field.
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