Job Description
The quant team is responsible for providing valuation and risk calculations for all products traded by the firm across rates, foreign exchange, and credit. This role involves expanding product and market coverage by researching, implementing, and rolling out new rates models. The developer will also maintain existing models and interact with client portfolio managers, traders, and risk managers to test models and explain any differences with expected results. The team is implementing a new quantitative analytics library, and they need someone to drive the technology.
About Vichara
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.