Senior Quantitative Developer

4 weeks ago


Bengaluru, Karnataka, India Insightsquared Full time

About the Role

The Financial Modeling Specialist will be responsible for integrating mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks. This includes designing, developing, testing, and documenting the models integration workflows developed to bank standards.


Key Responsibilities

- Enhance and support FICC Quant libraries.
- Develop or add new APIs interfaces.
- Develop new components and enhance the Quant Library.
- Contribute towards the improvements of code quality and testing framework for the Quant libraries.
- Assist IT with integration issues.
- Development of systems/architecture relevant to the needs of the desk/team.
- Collaborate within the FICC team.


Requirements

- At least 8 years of development experience using C++ (preferably using Visual Studio 2019 or later versions).
- 3-6 years working as a Quantitative Developer integrating models in quantitative finance, IT development, or a trading environment.
- A degree in mathematical finance, computer science, or mathematics.
- Expertise in software product development
- Proficient in code versioning tools such as GIT, SVN, etc.
- Strong written, verbal communication skills and ability to work in a team.
- Focused on delivering high-quality results on time.


Preferred Skills

- Good Python development experience
- Spreadsheet development experience (Excel and VBA)
- Knowledge of the standard pricing models used in the investment banking industry
- Degree from a top-tier university



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