
SVP - Quant Developer | Banking Captive, Pune
2 weeks ago
Responsibilities
- Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
- Pricing Model development and OPM review for Rates, FX and Equity models.
- Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
- Investigate market data, pricing, and risk analytics issues.
- Work on implementation of AI based quantitative workflow solutions.
- Team lead for Quant Developer to drive quantitative business solutions.
Skills / Qualifications
- Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
- Excellent programming knowledge in C++ with financial maths and quant development work.
- Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
- Good knowledge of development of pricing and risk analytics systems and tools.
- Good knowledge of object oriented analysis and common design patterns.
- Excellent analytical and problem solving skills.
- Good communication skills and ability to work with trading desk and platform engineering teams.
- Front office experience involving FX and Rates
- Good knowledge about LLMs and AI based quants workflow solutions.
Preferred candidates:
- Top Tier colleges: IITs/BITs/NITs
- Professional certification in Finance: FRM, CQF or CFA.
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