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ANALYST/ASSOCIATE/VICE PRESIDENT – COUNTERPARTY CREDIT RISK

Pune, Maharashtra

Black Turtle

Job Description

Analyst/Associate/Vice President - Counterparty Credit Risk - Stress Testing - C++/Python

The primary responsibilities for this role will include:

- Implementing a wide variety of software including product payoffs, frameworks for pricing and risk management and pricing algorithms and models

- Supporting, upgrading, and debugging the software, partnering with other Quants, Traders, and Technologists

- Liaising with technology groups to deliver the analytics to systems for use by the business

- Overall, the candidate will need to work closely with teams in Asia-Pacific and/or London and/or New York and will need to be proactive to improve desk efficiencies, access and learn client's highly sophisticated solutions.

Essential Skills:

- Knowledge of at least one of Python/C++

- Strong analytical and problem-solving abilities.

- Good communication.

- Degree educated or equivalent in a technical discipline

Requirements

- Strong C++ development skills in a numerical (scientific) programming setting.

- Strong C++ design skills

- Prior experience in Python an advantage

- Professional software development experience

- Experience in High-Performance Computing (eg grid computing, GPU)

- Knowledge of basic options pricing

- Knowledge of basic probability theory

- Banking experience is a distinct advantage

Company Description

BLACK TURTLE is a premier talent management consultancy firm. The Indian arm was established... in the year 2000. Since then the unit has grown manifold and is ranked among the Top 10 across various services and functions.

BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
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Additional Information

Last updated:
09/03/2019
Job type:
Full time
Position type:
Permanent
Vacancies:
1
Minimum experience:
Two years
Education:
Compulsory Education
Category:
Jobs in Banking / Financial Services
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