12 Quant Jobs

Key Skills: Quantitative Finance, Quant, Quantitative Research, Python, Equity Derivatives, SQL Roles and Responsibilities: Develop, maintain, and optimize quantitative tools, libraries, and frameworks using Python for pricing, risk analytics, and trading strategies. Collaborate with quantitative researchers and traders to translate models into robust and scalable production code. Build and support applications for equity derivatives pricing, risk management, and trade analysis. Work with large financial datasets using SQL and Python to analyze and extract relevant insights. Contribute to system architecture design and recommend best practices in code design, testing, and deployment. Ensure quality and performance of the code through disciplined software development practices including version control, unit testing, and documentation. Participate in model validation, back-testing, and performance tuning of trading and risk systems. Independently manage small to mid-sized development projects from design to deployment. Collaborate in a cross-functional, global team environment and support end-users with issue resolution and enhancements. Skills Required: Minimum 3 years of hands-on development experience in Python, ideally in a financial setting. Strong knowledge of quantitative finance, equity derivatives, and risk modeling. Solid understanding of SQL and experience working with large datasets. Experience with C++ and derivative pricing models is a strong plus. Excellent communication skills in English (both written and verbal). Strong analytical mindset and quantitative aptitude. Familiarity with software development best practices: testing, version control, modular architecture. Self-starter with the ability to take ownership of projects and deliver under minimal supervision. Education: Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field. Additional certifications or coursework in Quantitative Finance, Derivatives, or Risk Management is a plus

Role Description : This is a contract hybrid role for a Quantitative Developer. The Quantitative Developer will be responsible for tasks related to Trading, Quantitative Analytics, Quantitative Finance, Mathematics, and Statistics. Responsibilities : - Develop, implement, and maintain quantitative models and algorithms for trading, risk management, and financial analysis. - Design and build high-performance systems for trading and financial applications. - Collaborate with quantitative analysts, traders, and other stakeholders to understand business requirements and translate them into technical solutions. - Write efficient, robust, and well-documented code in C++ and/or C#. - Optimize existing code and systems for performance and scalability. - Conduct thorough testing and validation of models and systems. - Contribute to the development of software development best practices. - Support the integration of new algorithms into existing trading infrastructure. - Conduct code reviews, assist in troubleshooting, and debug issues in production systems. - Participate in the documentation of processes and systems. Qualifications : - Experience in Trading, Quantitative Analytics, and Quantitative Finance. - Proficiency in programming languages such as C++ and C# (Must-have). - Experience in financial markets and derivatives. Required Skills and Qualifications : - Minimum 3 years of professional programming experience in C# or C++. - Strong expertise in implementing complex algorithms and high-performance systems. - Solid understanding of efficient coding practices and optimization techniques. - 3+ years of experience developing and supporting critical applications within financial institutions or extensive experience in similarly complex industries. - Good understanding of financial domain concepts, systems, and tools. - Experience with version control systems (e.g., Git). - Strong analytical and problem-solving skills. - Excellent communication and collaboration skills. Key Skills : - C#, C++ - Algorithms, High-Performance Computing - Financial Applications - System Optimization, Fintech, Hybrid Development Teams, Domain Collaboration. Preferred Qualifications : - Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative field. - Experience with scripting languages such as Python. - Knowledge of database systems (SQL, NoSQL). - Familiarity with cloud computing platforms (e.g., AWS, Azure). - Experience with Agile development methodologies.

Role Description : This is a contract role for a Quant Developer at Emperen Technologies. The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics. This role is located on-site in Bengaluru. Qualifications : - 3+ years professional programming experience in C# or C++. - 3+ years developing and supporting critical applications in financial institutions or considerable experience in other areas/industries. - BSc in a scientific discipline such as Computer Science, Mathematics, Physics, or Engineering. - Higher degree (MSc or PhD) in a scientific discipline. - Quant Developers need strong programming skills to implement complex algorithms and models. - C# and C++ are commonly used in financial applications for their performance and efficiency. - Quant Developers often work on similar financial applications, requiring a deep understanding of financial systems and tools. - A strong foundation in a scientific discipline is crucial for understanding and developing quantitative models and algorithms. - Advanced degrees often provide deeper knowledge in quantitative methods, which is beneficial for complex financial modeling. Nice to have : - Experience designing/building end-user interfaces (e.g., risk visualization, pricing). - Experience working with Quantitative analysts. - Familiarity with other programming languages (Python, C++). - Knowledge of pricing theory and financial engineering. - Knowledge of grid computing (MS HPC) or Azure Batch. - Data Science knowledge/experience. - Familiarity with continuous delivery/integration using Team City and GitHub.

Job Summary: Credit Risk Modelling Analyst will be responsible to manage the model implementation cycle (from design, implementation, monitoring to demise) of Credit risk, Fair Lending and IFRS9 models covering the Large corporates, Mid-market and SME portfolios along with Banks / FIs and Sovereign portfolio. Job Description: - Involve in model development, model validation, model recalibration and monitoring model documentation and maintain the risk model inventory. - Performing these activities on the MRM framework for corporate BASEL and IFRS9 models. - Lead credit scoring modelling exercise with applicable compliance to regulations. - Validating Fair Lending Models and suggesting recommendations for enhancements. - Implementation and enhancement of ECL models based on internal enhancements, BASEL or Saudi Central Bank regulatory stipulation. - Working closely with BA's and system owners for model development. - Strong understanding of data analytics and enterprise-level data architecture, which is used to consolidate model development and model monitoring information. - Support business reporting and analytics function in generating bespoke reports from credit approver and rating system. Key Requirements: - 3+ Years of experience in model development, model validation and model management. - Understanding of Stress testing/ sensitivity testing - Good Understanding of Fair Lending models/ ML Model techniques and tests - Experience in risk requirements as related to scorecards and IFRS9/ CECL/ HMDA - Fair Lending. - Strong understanding of credit risk and model development/validation. - In-depth knowledge of model development and validation, including data extraction and pre-processing, modular model development, user acceptance testing and model performance assessments of: - IFRS9 models: staging, PD, EAD, LGD - Risk scorecards and frameworks - Large corporates, Mid-market and SME portfolios. - Credit decisioning and Early Warning Risk Models - Good programming skills in Python. Transferrable knowledge from R or SAS. - Knowledge of SAS EG and ECL will be an added advantage.

Roles and Responsibilities: 1. Minimum 2-3 years of experience in handling team. 2. Responsible for overseeing the work done by team members and executing the project. 3. Proficiency in Financial Modelling, including detailed 3-statement Forecasting, multiple scenario analysis, Capital Structure Modelling, LBO, and Merger modelling 4. Knowledge of Business Valuation concepts including DCF, trading comps, and precedent transactions 5. Analysing company reporting documents to create pitch books, company profiles, financial benchmarking, trading, and transaction comps 6. Adept in reading and understanding financial reports, IPO prospectus, 10-Qs, 10-Ks, etc. 7. If required, building the new team, conducting training session for employees on regular basis, helping management to grow the business and interacting with clients via phone, video conference and email. 8. Knowledge of databases such as CapIQ, Pitchbook, and FactSet9. Excellent communication (both written and verbal) skills. Skill Set:- 7-10 years of experience working with PE, VCs, IB, and Advisory clients- Exceptional analytical, numerical, and deal support skills (particularly extensive Financial Modeling skills)- Ability to work/manage multiple projects and meet demanding deadlines Career Growth Opportunities:- MBA, CA, CFA, or an equivalent degreePerks:- Performance-Based Bonuses - Get rewarded for your contributions. - Quarterly Team Parties & Annual Team Outings - Celebrate successes together.- Flexible Work Culture - Enjoy work-life balance in a dynamic environment.- Career Growth Opportunities - Work with industry experts and accelerate your learning.

Role Description : This is a contract hybrid role for a Quantitative Developer. The Quantitative Developer will be responsible for tasks related to Trading, Quantitative Analytics, Quantitative Finance, Mathematics, and Statistics. Responsibilities : - Develop, implement, and maintain quantitative models and algorithms for trading, risk management, and financial analysis. - Design and build high-performance systems for trading and financial applications. - Collaborate with quantitative analysts, traders, and other stakeholders to understand business requirements and translate them into technical solutions. - Write efficient, robust, and well-documented code in C++ and/or C#. - Optimize existing code and systems for performance and scalability. - Conduct thorough testing and validation of models and systems. - Contribute to the development of software development best practices. - Support the integration of new algorithms into existing trading infrastructure. - Conduct code reviews, assist in troubleshooting, and debug issues in production systems. - Participate in the documentation of processes and systems. Qualifications : - Experience in Trading, Quantitative Analytics, and Quantitative Finance. - Proficiency in programming languages such as C++ and C# (Must-have). - Experience in financial markets and derivatives. Required Skills and Qualifications : - Minimum 3 years of professional programming experience in C# or C++. - Strong expertise in implementing complex algorithms and high-performance systems. - Solid understanding of efficient coding practices and optimization techniques. - 3+ years of experience developing and supporting critical applications within financial institutions or extensive experience in similarly complex industries. - Good understanding of financial domain concepts, systems, and tools. - Experience with version control systems (e.g., Git). - Strong analytical and problem-solving skills. - Excellent communication and collaboration skills. Key Skills : - C#, C++ - Algorithms, High-Performance Computing - Financial Applications - System Optimization, Fintech, Hybrid Development Teams, Domain Collaboration. Preferred Qualifications : - Bachelor's or Master's degree in Computer Science, Mathematics, Physics, Statistics, Financial Engineering, or a related quantitative field. - Experience with scripting languages such as Python. - Knowledge of database systems (SQL, NoSQL). - Familiarity with cloud computing platforms (e.g., AWS, Azure). - Experience with Agile development methodologies.

This is a contract role for a Quant Developer at Emperen Technologies. The Quant Developer will be responsible for trading analysis, quantitative analytics, quantitative finance, mathematics, and statistics. This role is located on-site in Bengaluru. Qualifications : - 3+ years professional programming experience in C# or C++. - 3+ years developing and supporting critical applications in financial institutions or considerable experience in other areas/industries. - BSc in a scientific discipline such as Computer Science, Mathematics, Physics, or Engineering. - Higher degree (MSc or PhD) in a scientific discipline. - Quant Developers need strong programming skills to implement complex algorithms and models. - C# and C++ are commonly used in financial applications for their performance and efficiency. - Quant Developers often work on similar financial applications, requiring a deep understanding of financial systems and tools. - A strong foundation in a scientific discipline is crucial for understanding and developing quantitative models and algorithms. - Advanced degrees often provide deeper knowledge in quantitative methods, which is beneficial for complex financial modeling. Nice to have : - Experience designing/building end-user interfaces (e.g., risk visualization, pricing). - Experience working with Quantitative analysts. - Familiarity with other programming languages (Python, C++). - Knowledge of pricing theory and financial engineering. - Knowledge of grid computing (MS HPC) or Azure Batch. - Data Science knowledge/experience. - Familiarity with continuous delivery/integration using Team City and GitHub.

Teaching Maths to students preparing for GMAT/ GRE/ SAT as per Jamboree pedagogy. Taking Doubt clearing sessions with the students Timings: 11-8pm on the weekdays and 10-8pm on the weekends. Any one weekday will be the week off. WORK FROM OFFICE Required Candidate profile Preferred experience in teaching Math's for GMAT/GRE/SAT/CAT. Candidate experience teaching Math's Candidates who have taken actual exams-GMAT, GRE or SAT. meghasharma@jamboreeindia.com Perks and benefits Performance based incentives

Job description: Role: Quantitative Aptitude Trainer Industry Type: Education/Training Working Days: 6 Days Department: Teaching Employment Type: Full Time, Permanent We are seeking an experienced and passionate Quantitative Aptitude Trainer to join our growing team. Key Responsibilities: Deliver engaging classroom and/or online sessions on topics such as arithmetic, algebra, geometry, number systems, probability, and data interpretation. Create and curate training materials, mock tests, practice questions, and assignments tailored to exam patterns and student levels. Monitor student progress, provide feedback, and suggest personalized improvement plans. Stay updated on the latest exam trends, question patterns, and training methodologies. Conduct doubt-clearing sessions and group discussions to improve problem-solving approaches. Support curriculum development initiatives with innovative teaching strategies. Collaborate with content teams, academic counselors, and other trainers to ensure consistency and quality. Qualifications: Bachelors or Masters degree in Mathematics, Engineering, Finance, or a related field. 1+ years of experience as a quant trainer, faculty, or in a similar academic role. Familiarity with competitive exams like CAT, GMAT, GRE. Excellent communication and presentation skills. Strong command of quantitative aptitude and logical reasoning concepts. Experience with online teaching platforms and digital tools is a plus. Preferred Skills: Prior experience with EdTech platforms or coaching institutes. Comfort with both offline and online teaching environments. Ability to motivate and mentor students of diverse academic backgrounds. Join us and help students fulfill their dreams of studying abroad! Uttkarsh Rai (HR Recruiter) +91-8448016953 uttkarshrai@texasreview.in

Job Tittle: Quant Trainer - Test Prep (GRE/GMAT/SAT/CAT) Location: Indira Nagar, Bangalore Role Type: Full-Time Role Overview: SIEC Education Pvt. Ltd. is seeking a dedicated and experienced Quant Trainer to join our team. The ideal candidate will have a proven track record of training students for standardized tests such as GRE, GMAT, SAT, and CAT. As a Quant Trainer, you will play a critical role in helping students achieve their academic goals by delivering high-quality instruction and fostering an engaging learning environment. Key Responsibilities: Deliver engaging and effective classroom or online sessions for the Quantitative sections of GRE, GMAT, SAT, and CAT. Provide clear explanations of mathematical concepts, problem-solving techniques, and test-specific strategies. Assess students' strengths and weaknesses through diagnostic tests and provide personalized improvement plans. Offer individual doubt-clearing sessions to address specific challenges faced by students. Develop and update curriculum, practice questions, and mock tests to align with the latest test patterns. Ensure study materials and resources meet the highest standards of accuracy and relevance. Track student progress and provide constructive feedback to enhance their performance. Maintain records of class attendance, assessments, and performance reports. Conduct workshops and strategy sessions to guide students on time management and test-taking techniques. Collaborate with the academic team to organize mock test events and result discussions. Work closely with verbal trainers and counselors to align academic strategies with student goals. Actively contribute to team meetings, sharing insights and best practices. Key Requirements: Bachelors degree in mathematics, Engineering, or a related field. Minimum of 2 years of experience as a Quant Trainer for GRE, GMAT, SAT, and/or CAT. Familiarity with the test structures, scoring systems, and latest trends in the test prep industry. Strong command over mathematical concepts, including algebra, geometry, arithmetic, and statistics. Excellent communication and interpersonal skills to engage and motivate students. Ability to simplify complex concepts and tailor explanations to diverse learning styles. Experience with online teaching platforms and digital tools for virtual training is a plus.

Job Description & Summary: Designation - Senior Associate / Manager Location - Mumbai/Bangalore PwC India is seeking an experienced Operational Risk Modeller to develop/implement/validate advanced risk models for a large multinational bank. Risk Modelling: Develop, refine, and implement advanced operational risk models using quantitative techniques to evaluate the potential impacts of various risk scenarios. Examples include: Loss Distribution Approach (LDA): Utilize historical loss data to estimate potential future losses by fitting statistical distributions to loss severity and frequency. Scenario Analysis Models: Construct models that incorporate hypothetical scenarios and stress tests to assess the impact of extreme events, such as cyber attacks or major compliance breaches. Monte Carlo Simulations: Execute Monte Carlo simulations to generate a range of possible outcomes and assess the likelihood and impact of different risk scenarios. Data Analysis: Collect, clean, and analyze large datasets to identify trends, patterns, and anomalies that could indicate emerging operational risks, using industry-standard tools such as SAS, Python, or R. Model Validation: Conduct regular validation and back-testing of risk models, including sensitivity analysis and benchmarking, to ensure accuracy, reliability, and compliance with industry regulations such as Basel II/III. Risk Assessment: Collaborate with cross-functional teams to translate model outputs into actionable insights, influencing risk management strategies and decisions, particularly in areas like fraud prevention, business continuity, and regulatory compliance. Documentation: Maintain comprehensive documentation of all modelling processes, methodologies, assumptions, and results, adhering to audit and regulatory standards. Reporting: Prepare detailed risk reports for senior management and regulatory bodies, communicating complex findings clearly and concisely, using visualization tools such as Tableau. Continuous Improvement: Stay informed about current industry practices and innovations, adapting models and techniques to mitigate evolving operational risks, and participate in industry forums to exchange knowledge on risk modelling. Mandatory skill sets: Quantitative Analysis: Proficiency in statistical and quantitative techniques relevant to operational risk modelling. Software Proficiency: Advanced skills in programming languages such as R, Python, or SAS, and experience with data visualization tools such as Tableau or Power BI. Problem Solving: Strong analytical and problem-solving skills with a focus on accuracy and attention to detail.

Teaching Maths to students preparing for GMAT/ GRE/ SAT as per Jamboree pedagogy. Taking Doubt clearing sessions with the students Timings: 11-8pm on the weekdays and 10-8pm on the weekends. Any one weekday will be the week off. WORK FROM OFFICE Required Candidate profile Preferred experience in teaching Math's for GMAT/GRE/SAT/CAT. Candidate experience teaching Math's Candidates who have taken actual exams-GMAT, GRE or SAT. meghasharma@jamboreeindia.com Perks and benefits Performance based incentives