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Fixed Income Quant Research Analyst/Associate

MASTER MIND CONSULTANCY

Maharashtra, IND

Onsite

Discovered 1 weeks ago

Fixed income productsQuantitative modellingFinancial mathematicsC++Object-oriented programmingPricing and risk models

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Key skills for this role

Fixed income productsQuantitative modellingFinancial mathematics

Fixed Income Quant Research Analyst or Associate role based in Mumbai.

Develop pricing, risk, and quantitative models for fixed income products and related derivatives.

Experience requirement is one to seven years.

Develop and maintain pricing and risk models for fixed income and financial products.
Build models for bonds, bond derivatives, repos, bond futures, options, and related products.
Implement quantitative and financial models in C++.
Design and enhance robust, scalable, and maintainable pricing libraries.
Develop methodologies for calculating Greeks and other risk measures.

Perform quantitative analysis using mathematical and numerical methods.
Use Python, VBA, and Excel for prototyping, analysis, and desk-facing tools.
Own models end to end through development, documentation, testing, and monitoring.
Monitor model performance and resolve pricing, risk, and model-related issues.

Work with Traders and Structurers to support new products and trades.
Collaborate with Risk, IT, Model Validation, Internal Audit, and other stakeholders.
Explain complex quantitative models and concepts to technical and business stakeholders.
Contribute to pricing systems development and technology enhancements.

Degree in Computer Science, Mathematics, Statistics, Physics, Financial Engineering, Electrical/Electronics Engineering, or a related quantitative field.
Strong C++ and object-oriented programming skills are required.
Strong quantitative modelling and financial mathematics knowledge is required.
Knowledge of fixed income products, bonds, and bond-related derivatives is required.
Understanding of derivatives pricing, risk modelling, and Greeks is required.
Good knowledge of calculus, linear algebra, probability, stochastic processes, and numerical methods is required.

Familiarity with Python for prototyping and analysis is required.
Familiarity with VBA and Excel is an added advantage.
Strong analytical, problem-solving, critical-thinking, communication, and stakeholder-management skills are required.
Ability to develop clean, robust, maintainable, production-quality code is required.
Ability to work with Trading, Risk, IT, Model Validation, Internal Audit, and cross-functional teams is required.
Interest in AI-assisted coding tools is noted in the source.