Senior Quant Developer

3 weeks ago

Bengaluru, Karnataka, India HR Inputs Full time

ROLE DESCRIPTION :

Equity Derivatives Quants (a division of Global Banking and Markets) are looking for an experienced C++/Python developer specialising in Structured Equity Derivatives with the ability to lead small teams. The candidate will be expected to :

- Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library

- Take the lead in delivering large components of that strategy, directing junior members of the team. Working with our IT organisation on their foundation components and ensuring they can run the platform to meet SLAs.

- Assist the Quantitative Modellers to develop the core pricing library

- Direct the development of the Quantiative tooling required to support the platform

The role will cover the following agendas :

- Delivery of the calculation infrastructure required for FRTB IMA regulatatory reporting

- Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform

- Design and development of intraday risk and P&L calculations

- Design and development of market data marking pipelines

The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. While the role is London based, the team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore. Occasional travel may be required.

Essential Certifications, Qualifications and Experience (For the Job - not the Job holder. Minimum requirements of the Job) :

- 7-10 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment

- A degree in mathematical finance, science or maths from a top tier university

- Knowledge of the standard pricing models used in the investment banking industry

- Five or more years C++ experience (preferably using Visual Studio 2017)

- Three or more years Python experience required

- Previously developed coding standards and extensive experience in CI/CD pipelines

- Experience of developing multi-component architectures

- Knowledge of distributed computing and serialisation techniques

Desirable Knowledge, Skills & Experience :

- Background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.

- Experience of data analysis

- Knowledge of the main instruments used in Equities and Equity Derivatives

- Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.

- Good knowledge of Excel.

- Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

(ref:hirist.tech)

  • Quant Developer

    1 day ago

    Bengaluru, Karnataka, India Emperen Technologies Full time ₹ 15,00,000 - ₹ 20,00,000 per year

    Role Description :This is a contract role for a Quant Developer at Emperen Technologies.The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics.This role is located on-site in Bengaluru.Qualifications :3+ years professional programming experience in C# or C++. 3+ years...

  • Quant Developer

    3 weeks ago

    Bengaluru, Karnataka, India FalconX Full time

    As a quant developer you'll : - Develop tooling and systems to support our trading activities : pricing enhancements for derivatives, execution algos and infrastructure, trading product development, etc. - Promote strong collaboration within a cross functional team, including design, product management, traders, quants and trade operations- Solve technical...

  • Equity Derivatives Quant Developer

    6 days ago

    Bengaluru, Karnataka, India HSBC Full time ₹ 15,00,000 - ₹ 25,00,000 per year

    If you are looking for a career where you can truly make a difference, consider joining HSBC, one of the largest banking and financial services organizations globally. With operations in 62 countries and territories, HSBC aims to facilitate business growth, economic prosperity, and the realization of individuals" aspirations. In the role of Equity...

  • Quant (Model development)

    1 week ago

    Bengaluru, Karnataka, India Black Turtle Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    • 5+ years' experience coding in Java or C++Role & responsibilitiesLead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative AnalyticsWe are looking at a Rates Quant with C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk.Work in our quant library in...

  • Senior Quant Developer

    1 day ago

    Bengaluru, Karnataka, India Luxoft Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Project description- We need a Senior Quant Developer to work for a leading investment bank client for the part of Trade Surveillance Team. Lead the design and development of advanced quantitative and AI-driven models for market abuse detection across multiple asset classes and trading venues. Drive the solutioning and delivery of large-scale surveillance...

  • Quant Research Development

    1 day ago

    Bengaluru, Karnataka, India AQR Capital Management Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    About AQR Capital ManagementAQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by seeking to filter out market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing....

  • Senior Quant Developer

    2 weeks ago

    Bengaluru, Karnataka, India Bestex Research Full time

    About BestEx Research BestEx Research is a financial technology and research firm specializing in building sophisticated execution algorithms and transaction cost modeling tools servicing multiple asset classes The firm provides high-performance algorithmic execution services to hedge funds CTAs asset managers and banks through a traditional electronic...

  • AI Quant Engineer

    20 hours ago

    Bengaluru, Karnataka, India Goldman Sachs Services Pvt Ltd Full time ₹ 8,00,000 - ₹ 24,00,000 per year

    Global Banking & Markets - Cloud Engineering - Associate - Bengaluru What We Do At Goldman Sachs, we connect people, capital and ideas to help solve problems for our clients. We are a leading global financial services firm providing investment banking, securities and investment management services to a substantial and diversified client base that...

  • Vice President- Equity Derivatives Quant

    4 weeks ago

    Bengaluru, Karnataka, India HSBC Full time

    Job DescriptionJob descriptionSome careers have more impact than others.If you're looking for a career where you can make a real impression, join HSBC and discover how valued you'll be.HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is,...

  • Senior Quant Developer

    1 week ago

    Bengaluru, Karnataka, India BestEx Research Full time ₹ 20,00,000 - ₹ 25,00,000 per year

    About BestEx ResearchBestEx Research is a financial technology and research firm specializing in building sophisticated execution algorithms and transaction cost modeling tools servicing multiple asset classes. The firm provides high-performance algorithmic execution services to hedge funds, CTAs, asset managers, and banks through a traditional electronic...