Job Title: Fixed-Income Quantitative Modeller (C++)
Company Overview:
Pulivarthi Group is a premier global provider of staffing and IT technology solutions, renowned for delivering exceptional services tailored to each client's unique needs. With a steadfast commitment to excellence, we merge expertise with innovation, ensuring cost-effective solutions of the highest quality. Our diverse client base spans healthcare, finance, government, and beyond, reflecting our adaptability and proficiency across industries. Operating in the United States, Canada, and Mexico, we pride ourselves on aligning with clients' cultures, deploying top-tier talent, and utilizing cutting-edge technologies. Pulivarthi Group stands as a beacon of reliability, efficiency, and innovation in the realm of staffing solutions.
Job Overview/Summary:
We are seeking a highly skilled Fixed-Income Quantitative Modeller (C++) to develop and implement mathematical models for pricing financial derivatives and managing risk. This role involves close collaboration with traders, portfolio managers, and quantitative developers to design, optimize, and integrate financial models into trading strategies. The ideal candidate will have expertise in C++, Python, stochastic calculus, numerical methods, and risk modeling.
Responsibilities:
Develop and implement mathematical models for pricing fixed-income derivatives. Create risk models for portfolio management, including Value-at-Risk (VaR) and stress testing. Write high-performance C++ code for model prototyping and production implementation. Calibrate models to market data and ensure statistical robustness. Collaborate with traders, portfolio managers, and quant developers to integrate models into trading strategies. Apply stochastic calculus, PDEs, Monte Carlo methods, and numerical techniques for complex derivative pricing.
Primary Skills:
Programming: Strong expertise in C++ and Python for model development and data analysis. Mathematics & Finance: Deep understanding of stochastic processes, probability, linear algebra, and option pricing models (e.g., Black-Scholes, Heston, SABR). Numerical Methods: Hands-on experience with Monte Carlo simulations, PDE solvers, finite difference (FDM) & finite element (FEM) methods. Statistics & Optimization: Experience with Kalman filtering, regression models, and convex optimization.
Secondary Skills (Good to Have):
Data Science & Machine Learning: Application of ML techniques for trading signal detection. Quant Libraries & Financial Engineering: Familiarity with industry-standard quant libraries. Large-Scale Quantitative Development: Experience delivering complex, high-performance financial models.
Qualifications:
Bachelor’s or Master’s degree in Mathematics, Finance, Computer Science, Physics, or a related quantitative field. Prior experience in investment banking, asset management, or hedge funds.
Benefits/Perks:
Competitive salary and comprehensive benefits package. Opportunity to work on cutting-edge quantitative finance models. Career growth and professional development in financial modeling. Collaborative and innovative work environment with industry experts.
Application Instructions:
Submit your updated resume highlighting your C++ expertise, financial modeling experience, and quantitative development skills to [Insert Contact Information].
