Senior Quantitative Developer Position

4 days ago

Bengaluru, Karnataka, India beBeeQuantitative Full time ₹ 15,00,000 - ₹ 20,00,000

Job Description

We are seeking a highly skilled Quantitative Development Lead to join our team. As a Quantitative Development Lead, you will be responsible for developing and implementing new pricing and risk calculation methods to adapt to market and regulatory environment changes.

You will work closely with the Front Office Quants, Trading desks, Risk and Finance teams in London to ensure seamless collaboration and knowledge sharing.

  • Investigate complex quantitative issues and present your findings to peers and supervisors.
  • Build and lead a team that takes ownership of SAF client projects, including contributing to Front Office intra or end-of-day C++ pricing libraries.
  • Develop key components and packages in our in-house Python library.
  • Disseminate best practices within the team and when collaborating with other departments.

Required Skills and Qualifications

To succeed in this role, you will need a strong technical background in multi-asset class trade present value or Risk and P&L calculation and analysis. This includes:

  • A degree in a STEM subject.
  • No less than 10 years of working experience, with at least six years' Python or C++ programming experience.
  • An understanding and development experience of derivative products, including how cashflows and PV are calculated.
  • An understanding and development experience of market data.
  • Development experience in the front office Quant library, with a deep understanding of products and options pricing models for interest rate derivatives.
  • A strong mathematical background, preferably with good knowledge in probability, quantitative finance, stochastic calculus, numerical methods, multivariate statistics, econometrics, optimisation and time series analysis.
  • An understanding and development experience of market data, including how curves and VOL surface are constructed from market quotes, and different models are used for construction.

Benefits

This is an excellent opportunity to work on high-profile projects and develop your skills in a dynamic and fast-paced environment.

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