int(12314)
Pune, India

Quant Developer

Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a seasoned professional to join their Quant team in Pune.

 

Please contact Apoorva Sharma or email your cv directly in word format with Job ID: 15171 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 7 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.
  • Pricing Model development and OPM review for Rates, FX and Equity models.
  • Work closely with the 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.

Role requirements

  • 12 – 13 years of experience with bachelor’s/Master’s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF.
  • 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 communication skills and ability to work with trading desk and platform engineering teams.
  • Front office experience involving FX and Rates, excellent analytical and problem-solving skills.

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Quant Developer

Pune, India

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