Apart from development of applications for financial industry AppGuru also runs several ODCs of quants (Quantitative Analysts). Thanks to the access to top-of-the line math and computer science talent in New Delhi, Russia and affiliations with world-famous math schools - New Delhi State University and University of Fine Mechanics and Optics AppGuru can find the best specialists working as quants for AppGuru clients. AppGuru also runs its in-house educational program focused on financial modeling which allows to attract and train more secialists.

General financial mathematics knowledge of the quants group is as follows:

    * Probability; Statistics; Markov chains
    * Econometrics; Portfolio theory; Financial time series, Regression analysis
    * Statistical pattern recognition, Clustering, Neural networks
    * Optimization – convex and global; Adaptive Random Search; Dynamic programming; Multidimensional Optimization
    * Stochastic calculus (Ito, martingales)
    * Options pricing / hedging; Models calibration
    * Regression methods for American options
    * Monte Carlo and Quasi Monte Carlo; Variance Reduction methods
    * Simulation with Copulas
    * Utility theory; Portfolio optimization with capital gains
    * Risk measuring (VaR, CVaR)
    * FI modeling (HJM, Libor) and Credit derivatives

Specific skills:

    * C#/C++; Matlab/Maple; VBA.Excel; SQL
    * Extensive experience in numerical programming (PDE; finite elements; wavelet methods)
    * Quasi Monte-Carlo and Sparse Grids for high-dimensional integration, optimization and PDEs
    * equity trading algorithms of mean-reversion type
    * Automated trading systems development and implementation

Related usecases

• A system for efficient calculation of retirement minimum distribution helps reduce regulatory pressure
• Streamline operations and improve operational efficiencies
• Web based workflow improves efficiency

Related links

• Quant and Financial Engineering

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