Fixed-Income Quantitative Modeller (C++)
Fixed-Income Quantitative Modeller (C++)
Full Time/Contract
Level V
Experience 15+ Years
Remote
Focus: Mathematical modeling and developing pricing/risk models.
The candidate will work on the Treasury Futures Model Development project, which involves C++ implementation of Treasury Futures Models in collaboration with quant teams. The role focuses on integrating these models into a Quant Library, enhancing analytics infrastructure, and conducting extensive testing.
Key Responsibilities:
Designing and implementing mathematical models for pricing financial derivatives.
Developing risk models for portfolio management, VaR (Value-at-Risk), and stress testing.
Writing C++ code to prototype and implement financial models.
Calibrating models to market data and ensuring statistical robustness.
Working closely with traders, portfolio managers, and quant developers to translate models into trading strategies.
Applying stochastic calculus, numerical methods, and PDEs for pricing complex derivatives.
Skills Required:
ong C++ & Python for model implementation and data analysis.
Mathematics & Finance: Stochastic processes, pStrrobability, linear algebra, and option pricing (Black-Scholes, Heston, SABR).
Numerical Methods: Monte Carlo simulation, PDE solvers, finite difference methods (FDM), finite element methods (FEM).
Data Science & Machine Learning (optional): Applying ML for signal detection in trading.
Statistics & Optimization: Kalman filtering, regression models, convex optimization.
Preferred Qualifications
Experience working in investment banking or asset management environments.
Familiarity with quant libraries and financial engineering concepts.
Proven track record of delivering large-scale quantitative development projects.
Additional Job Details:
About Tanisha Systems, Inc.
Tanisha Systems, founded in 2002 in Massachusetts-*, is a leading provider of Custom Application Development and end-to-end IT Services to clients globally. We use a client-centric engagement model that combines local on-site and off-site resources with the cost, global expertise and quality advantages of off-shore operations. We deliver Custom Application Development, Application Modernization, Business Process Outsourcing and Professional IT Services from office locations in * and *.
Tanisha Systems services clients in Government, Banking & Financial Markets, Insurance, Healthcare, Retail & Consumer Goods, Energy & Utilities, Life Sciences, Telecom, Manufacturing and Transportation Industries around the globe. Our engagement model provides a flexible operational environment that empowers our clients with the right levels of control.
Want to read more about Tanisha Systems? Visit us at
Fixed-Income Quantitative Modeller (C++)
Full Time/Contract
Level V
Experience 15+ Years
Remote
Focus: Mathematical modeling and developing pricing/risk models.
The candidate will work on the Treasury Futures Model Development project, which involves C++ implementation of Treasury Futures Models in collaboration with quant teams. The role focuses on integrating these models into a Quant Library, enhancing analytics infrastructure, and conducting extensive testing.
Key Responsibilities:
Designing and implementing mathematical models for pricing financial derivatives.
Developing risk models for portfolio management, VaR (Value-at-Risk), and stress testing.
Writing C++ code to prototype and implement financial models.
Calibrating models to market data and ensuring statistical robustness.
Working closely with traders, portfolio managers, and quant developers to translate models into trading strategies.
Applying stochastic calculus, numerical methods, and PDEs for pricing complex derivatives.
Skills Required:
ong C++ & Python for model implementation and data analysis.
Mathematics & Finance: Stochastic processes, pStrrobability, linear algebra, and option pricing (Black-Scholes, Heston, SABR).
Numerical Methods: Monte Carlo simulation, PDE solvers, finite difference methods (FDM), finite element methods (FEM).
Data Science & Machine Learning (optional): Applying ML for signal detection in trading.
Statistics & Optimization: Kalman filtering, regression models, convex optimization.
Preferred Qualifications
Experience working in investment banking or asset management environments.
Familiarity with quant libraries and financial engineering concepts.
Proven track record of delivering large-scale quantitative development projects.
Additional Job Details:
About Tanisha Systems, Inc.
Tanisha Systems, founded in 2002 in Massachusetts-*, is a leading provider of Custom Application Development and end-to-end IT Services to clients globally. We use a client-centric engagement model that combines local on-site and off-site resources with the cost, global expertise and quality advantages of off-shore operations. We deliver Custom Application Development, Application Modernization, Business Process Outsourcing and Professional IT Services from office locations in * and *.
Tanisha Systems services clients in Government, Banking & Financial Markets, Insurance, Healthcare, Retail & Consumer Goods, Energy & Utilities, Life Sciences, Telecom, Manufacturing and Transportation Industries around the globe. Our engagement model provides a flexible operational environment that empowers our clients with the right levels of control.
Want to read more about Tanisha Systems? Visit us at