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.

Some of the key responsibilities will include:

• 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.

To be eligible for this role you will require:

• 12 13 years of experience with bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualifications 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.