Lead - Quantitative Strats - Python/C++

Job Title: Lead - Quantitative Strats

Location: Overview:

Team Overview:

Quantitative Strats manage the firm's pricing and risk model libraries across all front-office businesses. This Principal role, in Mumbai, offers opportunities to work on a variety of vendor models and high-performance computing (HPC) products supporting diverse pricing and risk systems across Fixed Income spectrum.

As a Principal within GQA (Global Quantitative Analytics), Quant Strat, you will lead the Mumbai GQA team, and also develop and maintain advanced models and libraries for pricing and risk management. The Quant Strats team uses financial engineering, data analytics, statistical modeling, and portfolio optimization techniques to build Portfolio Mgmt tools for day to day fund management by Apollo across 500+ Funds. As a global team, we partner with traders, Portfolio Managers, Actuaries and Risk managers across all products and regions, contributing to fund placement and client interaction, product innovation, valuation and risk management, & portfolio optimization. We are looking for an experienced quantitative strategist to lead our team in Mumbai, and work closely with the Portfolio Managers to design, build, and risk manage Bouquet of Credit Funds.

Primary Responsibilities:

Your responsibilities will include:

- Understand Portfolio and Risk management of various Insurance Strategies (ISG/ISGI) and Credit Funds

- Build analytical tools for risk analysis or develop software library that prices derivatives and calculates risks in C++/Python, designing efficient numerical algorithms and implementing high performance computing solutions

- Maintain and support the core library frameworks and suitable library interfaces which can interact efficiently with the firm's risk platform

- Build efficient algorithms leveraging vectorization and parallelization, compilers, architecture of cross-asset pricing engines and optimizing code for specific hardware, from today's production staples to future disruptive innovations

- Support end users of the library and communicate with desk-aligned quant teams and technology groups

Qualifications and Experience:

Required qualifications, capabilities, and skills:

- Deep expertise in credit market dynamics including cash, synthetics, and structured products alongside Securitized Products or Asset Backed Finance

- Experience: 15+ years

- You have an advanced degree in quantitative subject (such as comp science, mathematics)

- An advanced mathematics used in financial modeling including topics such as calculus, numerical analysis, optimization, and statistics

- You demonstrate proficiency in code design and programming skills, with primary focus on C++, but also Python and you can also turn your hand to other tools and technologies as required

- You're passionate about software design and writing high quality code

- You demonstrate quantitative, problem solving, research and analytical skills

- You have strong interpersonal skills - you listen and communicate in a direct, succinct manner

Preferred qualifications, capabilities and skills:

- You bring computer programming experience such as use of C++/Python

- You demonstrate quantitative and problem-solving skills

- Experience of financial markets and familiarity with general trading concepts and terminology

- Knowledge of derivatives pricing theory, trading algorithms, and/or financial regulations

- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs

- You're attentive to detail and easily adaptable

- You're enthusiastic about knowledge sharing and collaboration

(ref:hirist.tech)