int(10267)
Mumbai, India

Quant Developer – SVP

We are seeking an experienced leader for a senior leader to lead and build a quant strats development team in Pune with one of the leading Asset Management spaces.

The ideal candidate should have a strong background in quant, trading models, pricing models, and built models using C++ and Python.

Please contact Anita Shah or email your cv directly in word format with job reference no. 12441 to riskandquants-in@theedgepartnership.com

Please note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 5 business days, we regret to inform you that your application for this position was unsuccessful.

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Key responsibilities

  • Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
  • Work closely with platform engineering team on integration of analytics libraries into firm’s risk systems.
  • Investigate market data, pricing, and risk analytics issues.

Role requirements

  • Bachelor’s/master’s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance-related qualifications like CFA, FRM, CQF etc. are an advantage.
  • Excellent programming knowledge in Python/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.