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Quant Developer

Acme Services

Bangalore, India₹35,000–₹100,000/moAED 1.5K-4.4K/moToday
IndiaDeveloperFull Time

Job Description

Job Description: Develop and enhance pricing libraries- including interest rate curve construction- for vanilla and exotic derivatives. Improve initial margin and VaR models by integrating new market data and conducting back-testing. Design tasks and workstreams for PV and Greeks calculations using