Quantitative risk developer

6 days ago

Delhi, India Vichara Technologies Full time

Our platforms manage billions in fixed-income assets, powering valuation, risk, accounting, and data workflows for leading investment firms worldwide. Headquartered in New Jersey, we operate major development centers in Gurgaon, Toronto, and Bogotá. We are partnering with a top-tier asset manager that is replacing its third-party analytics stack with a next-generation, open-source valuation and risk platform . As part of our quantitative development team, you will play a key role in building this greenfield solution using Python and C++ , leveraging Quant Lib and the Open-Source Risk Engine (ORE). You will work on model development, system integration, and performance optimization, while validating results against legacy analytics and delivering a scalable solution for complex fixed-income portfolios covering sovereigns, corporates, MBS/ABS, and derivatives. Architect and implement pricing, curve-building, cash-flow, and risk components using Quant Lib / ORE, with Python bindings for desk-level analytics. Hull-White, SABR, HJM) in C++ with robust Python wrappers. Enhance performance through multithreading, caching, and optimization techniques . Integrate external market data and build seamless workflows. Contribute to infrastructure setup with Azure Kubernetes , CI/CD automation, and Git-driven collaboration. Master’s / Ph D in Quantitative Finance, Financial Engineering, or a related field . ~5+ years of experience in building pricing or risk libraries for rates or credit products. ~ Hands-on exposure to Fin CAD, or in-house risk/pricing libraries is an advantage. ~ Strong programming skills in C++ (for high-performance computing) and/or Python . ~ Practical knowledge of cloud-native tools : Azure CI pipelines, Docker/Kubernetes, and collaborative Git workflows.

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