Manager - Quant
3 weeks ago
Job Level :- AM / Manager
Exp:-4 Years to 8 Years
Job Locations :- Pan India
Required work experience
≥ 5 years of hands on model development for derivatives/structured products in at least
one asset class
≥ 5 years of production level C++ programming
Proficient in Python scripting for model calibration/automation
Delivered quant libraries with minimal bugs and positive feedback from trading,
structuring, and valuation control teams
Experience with reserve methodology, model performance monitoring, and regulatory
documentation.
Nice to have
Development of structured products (e.g., vol caps, credit linked notes, commodity spreads,
hybrids) in any asset class
Exposure to quantitative investment strategies and their production implementation
Involvement in model governance (performance indicators, model risk reviews,
remediation)
Familiarity with Git/Perforce and CI/CD pipelines for library releases
Knowledge of relevant regulatory frameworks (BCBS, ICAAP, local guidelines)
Strong collaboration skills with trading, product control, risk, and IT teams
Qualifications
Bachelor’s (minimum) in Mathematical Finance, Financial Engineering, Applied
Mathematics, Physics, or a related quantitative field
Degree from a top tier university (e.g., Russell Group, Ivy League, equivalent)
MSc/PhD desirable but not mandatory
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