35 Quantitative Analytics Jobs

Responsibilities: * Conduct quantitative research using Python & statistics * Collaborate with cross-functional teams on project delivery * Analyze data, identify trends & insights Built full research infra & data pipelines Health insurance Provident fund Flexi working Maternity policy Performance bonus Leave encashment Gratuity Maternity leaves Paternity leaves Course reimbursements

About The Role : In Scope of Position based Promotions (INTERNAL only) Job Title- IB Business Information Records Officer (BIRO) Location- Mumbai, India Corporate Title - VP Role Description Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Treasury Strat's The candidate is required to work in collaboration with London/New York/Frankfurt team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe. Role Responsibilities Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with ex External stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Competencies Programming Skills At least 4 years experience in Python/C++ programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics Ability to work independently as well as flexibly within intra or inter-departmental groups. Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines. Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) will be a plus Certification courses like CFA/FRM/CQ How well support you

About The Role : Job TitleQuant Analyst, AVP LocationMumbai, India Role Description Group Strategic Analytics: Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Treasury Strat's The candidate is required to work in collaboration with London/New York/Frankfurt team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python and C++ programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate their work effectively with various stakeholders spread across globe. Role Responsibilities Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with ex External stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Competencies Programming Skills At least 4 years experience in Python/C++ programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics Ability to work independently as well as flexibly within intra or inter-departmental groups. Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines. Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Experience with applied econometrics (Hypothesis testing, PCA, Linear/Non-Linear Regression etc) will be a plus Certification courses like CFA/FRM/CQ How well support you

The Model/Anlys/Valid Analyst II role at Citi is a developing professional position where you will apply your specialty area knowledge to monitor, assess, analyze, and evaluate processes and data. You will be responsible for identifying policy gaps, formulating policies, interpreting data, making recommendations, and researching factual information. Additionally, you will identify inconsistencies in data, define business issues, and formulate recommendations on policies, procedures, or practices. It is crucial to integrate established disciplinary knowledge within your specialty area with a basic understanding of related industry practices. You will develop a working knowledge of industry practices and standards. In this role, you will have a limited but direct impact on the business through the quality of tasks and services you provide, with the impact restricted to your own team. Your responsibilities will include developing, enhancing, and validating methods of measuring and analyzing risk across all risk types. You may also be involved in developing, validating, and strategizing the use of scoring models and related policies. Additionally, you will lead projects related to model development, programming, integration, testing, and validation. Furthermore, you will provide analytical support on analysis and benchmarking, prepare regular and ad-hoc reports according to Risk Management Team priorities, participate in projects aimed at improving risk analytics, modeling, and validation systems, and work on the constant improvement of reporting systems and optimization of Credit MIS Reports. It is essential to appropriately assess risk when making business decisions, maintain compliance with applicable laws and regulations, and uphold ethical standards. To excel in this role, you should have demonstrated programming skills (SAS, SQL, R, etc.), knowledge of tools like VBA, basic understanding of secured/unsecured banking products and US banking, good communication skills, analytical capabilities to identify root causes and trends, proficiency in Microsoft Office, and at least 2 years of experience in model implementation/validation/development. A Bachelor's/University degree or equivalent experience is required. This position within Global Consumer Risk Management of Citi focuses on developing CCAR/DFAST stress loss models for secured portfolios such as Home Equity and Mortgage. Your core responsibilities will include obtaining and conducting QA/QC on data required for stress loss model development, developing segment and/or account level stress loss models, performing all necessary tests, validating and recalibrating models annually, delivering comprehensive model documentation, and collaborating with cross-functional teams. For this role, an advanced degree (Masters required or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, or related fields is necessary. Strong programming skills (SAS, R, Matlab, etc.) and quantitative analytics expertise are essential, along with 2-4 years of analytic experience. Experience in quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses is preferred. You should possess good communication skills, work effectively with moderate supervision, and be able to work as an individual contributor. This role offers the opportunity to work on challenging projects in a dynamic and collaborative environment within the risk management field at Citi. If you require a reasonable accommodation to use our search tools or apply for a career opportunity due to a disability, please review Accessibility at Citi. You can also refer to Citi's EEO Policy Statement and the Know Your Rights poster for more information.,

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.

About this role: Wells Fargo is seeking a Lead Quantitative Analytics Specialist. Market and Counterparty Risk Analytics (MCRA) is responsible for developing models for MCRMs Corporate Market Risk Group, Enterprise Counterparty Risk Management, and Market and Counterparty Capital. MCRA also includes a model governance and quality assurance function, as well as a model management function that manages ongoing modeling activities for the supported business groups. The Market Risk Analytics team (RA) within the Market and Counterparty Risk Analytics (MCRA) is responsible for design and specification of market risk and capital models, such as General and Stressed VaR, Specific Risk and Incremental Risk Charge as well as supporting trading desk risk management, stress test system and scenario design and implementation. RA models are mainly used for trading desk risk oversight and regulatory capital reporting, and cover seven broad product categories: interest rates, structured credit products, credit, equities, foreign exchange, CVA and commodities. RA works collaboratively with Front Office model developers, market risk oversight officers, model validators and market risk technology to develop, implement, review, test and monitor these models in the whole model development and usage cycle. In this role, you will: Lead complex initiatives including creation, implementation, documentation, validation, articulation, and defense of highly statistical theory Qualify monitor markets and forecast credit and operational risks Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with the expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Identify structure and scope of review Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies Required Qualifications: 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: 5+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science Ph.D. in mathematics, statistics, engineering, physics, accounting, finance, economics, computer science or similar quantitative disciplines 5+ years of experience in capital market modeling especially in Credit/Rates/FX area Job Expectations: Lead complex initiatives including creation, implementation, documentation, validation, articulation and defense, of market risk models Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies

In this role, you will: Lead or participate in moderately complex initiatives and deliverables within Securities Quantitative Analytics Contribute to large-scale departmental planning Combine mathematical programming and market expertise to build and generate systematic strategies Review and analyze moderately complex business, operational, or technical challenges within Securities Quantitative Analytics that require an in-depth evaluation of variable factors Use quantitative and technological techniques to solve complex business problems Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation Resolve moderately complex issues independently Lead team to meet deliverables while leveraging solid understanding of Securities Quantitative Analytics policies, procedures, and compliance requirements Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals Lead projects, teams, or serve as a mentor for less experienced staff Play an integral role to the trading floor Required Qualifications: 4+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Desired Qualifications: Partner with the trading desk in daily tasks such as model calibration and pricing/risk management issues and strategies Work in our quant library, contributing to our modeling efforts, and providing expertise on implementation issues Produce high quality model documents that satisfy model validation and regulatory requests Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams. Participate in model development and deployment Testing and testing documentation Participating in unit testing, large scale Quant testing, pre-integration testing, integration testing, regression testing, UAT Checking the consistency and accuracy of quantitative models Testing tools and testing (partial) automation Developing testing scripts and automation scripts, e.g., for the Quant testing framework Participation in issue resolution Debugging case preparation (to produce isolated cases to demonstrate the issues) for the US Quants or the traders Debug and conclude data issues/model input issues Produce high quality model documentation Participating in the creation, execution and development of Front Office test plans Participation in the creation, execution and development of model monitoring plans Writing code (in Python, C++ etc.) and refactoring code Actively participating and contributing in team discussions on project specific areas/assignments Maintaining proper documentation of all processes and keeping the code up to date Answering ad hoc questions from various stakeholders including US Front Office Quants, populating templates or creating new reports/extracts as requested by stakeholders Play an integral role to the trading floor Job Expectations: A Masters or PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc with exposure to stochastic calculus. 4+ years of experience in Securities Quantitative Analytics model development in any one asset class (FX,Rates,Equity,Commodity,CVA,Credit ) , or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Good verbal, written, presentation and interpersonal communication skills Hands-on experience in programming in, e.g., Python or C++ Knowledge or experience in derivatives Quant models for, e.g., interest rate derivatives or commodities derivatives or equity or FX or Credit derivatives or XVA Ability to learn quickly and work collaboratively within a team in a dynamic and fast paced environment with multiple responsibilities but still following strict deadlines Good writing skills for technical/mathematical documents, e.g., LaTeX and other word processing programs

About this role: Wells Fargo is seeking a Senior Quantitative Analytics Specialist. Market and Counterparty Risk Analytics (MCRA) is responsible for developing models for MCRMs Corporate Market Risk Group, Enterprise Counterparty Risk Management, and Market and Counterparty Capital. MCRA also includes a model governance and quality assurance function, as well as a model management function that manages ongoing modeling activities for the supported business groups. The Market Risk Analytics team (RA) within the Market and Counterparty Risk Analytics (MCRA) is responsible for design and specification of market risk and capital models, such as General and Stressed VaR, Specific Risk and Incremental Risk Charge as well as supporting trading desk risk management, stress test system and scenario design and implementation. RA models are mainly used for trading desk risk oversight and regulatory capital reporting, and cover seven broad product categories: interest rates, structured credit products, credit, equities, foreign exchange, CVA and commodities. RA works collaboratively with Front Office model developers, market risk oversight officers, model validators and market risk technology to develop, implement, review, test and monitor these models in the whole model development and usage cycle. In this role, you will: Perform highly complex activities related to creation, implementation, and documentation Use highly complex statistical theory to quantify, analyze and manage markets Forecast losses and compute capital requirements providing insights, regarding a wide array of business initiatives Utilize structured securities and provide expertise on theory and mathematics behind the data Manage market, credit, and operational risks to forecast losses and compute capital requirements Participate in the discussion related to analytical strategies, modeling and forecasting methods Identify structure to influence global assessments, inclusive of technical, audit and market perspectives Collaborate and consult with regulators, auditors and individuals that are technically oriented and have excellent communication skills Required Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications: 4+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education Master's degree or higher in a quantitative field such as mathematics, statistics, engineering, physics, economics, or computer science Ph.D. in mathematics, statistics, engineering, physics, accounting, finance, economics, computer science or similar quantitative disciplines 2+ years of experience in capital market modeling especially in Credit/Rates/FX area Job Expectations: Lead complex initiatives including creation, implementation, documentation, validation, articulation and defense, of market risk models Strategize short and long-term objectives, and provide analytical support for a wide array of business initiatives Utilize stochastic, structured securities, spread analysis, with expertise in the theory and mathematics behind the analysis Review and assess models inclusive of technical, audit, and market perspectives Enable decision making for product and marketing with broad impact and act as key participant to develop and document analytical models Collaborate and consult with regulators and auditors Present results of analysis and strategies

As a Quantitative Analytics Program Intern at Wells Fargo, you will have the opportunity to participate in the formal internship program and workshops focusing on low complexity initiatives. This role involves reviewing various assignments to gain familiarity with policies and procedures related to low-to-medium risk tasks and deliverables. You will receive guidance from a manager while exercising independent judgment to develop an understanding of compliance and risk management requirements for the supported area. Collaboration with peers, colleagues, and managers is essential to resolve issues and achieve goals effectively. The ideal candidate for this position should have at least 6 months of work experience or equivalent demonstrated through a combination of work experience, training, military experience, or education. The posting for this role ends on 15 Jul 2025, and it is advised to apply early due to the volume of applicants. At Wells Fargo, we value equal opportunity and encourage applications from all qualified candidates, including women, persons with disabilities, aboriginal peoples, and visible minorities. Accommodations for applicants with disabilities are available upon request in connection with the recruitment process. As an employee at Wells Fargo, you will play a crucial role in building strong customer relationships while upholding a risk-mitigating and compliance-driven culture. You will be responsible for executing all applicable risk programs and adhering to Wells Fargo policies and procedures. Proactive monitoring, risk identification, and escalation are essential components of this role, ensuring sound risk decisions aligned with the business unit's risk appetite and compliance program requirements. Please note that third-party recordings are prohibited without authorization from Wells Fargo, and candidates are required to represent their own experiences during the recruitment and hiring process. Wells Fargo maintains a drug-free workplace, and candidates can refer to the Drug and Alcohol Policy for more information. If you require a medical accommodation during the application or interview process, please visit Disability Inclusion at Wells Fargo. Join us in our mission to make a difference and grow in a supportive environment where collaboration and innovation are valued.,

The Valuation Engineer position is a full-time, on-site role based in Coimbatore. Your primary responsibilities will include conducting property valuations, preparing detailed valuation reports, and utilizing financial engineering techniques. You will be expected to perform quantitative analysis, apply analytical skills to assess financial data, trends, and risks, and ensure compliance with regulatory standards. Moreover, you will play a key role in providing actionable insights to support decision-making processes. To excel in this role, you should possess strong skills in Financial Engineering, Finance, Quantitative Finance, and Quantitative Analytics. A Bachelors degree in Finance, Engineering, or a related field is required. Excellent written and verbal communication skills are essential, along with the ability to work independently and meet tight deadlines. Prior experience in the construction or real estate industry would be an advantage, as well as proficiency in relevant software and tools. Join our team as a Valuation Engineer and contribute to our mission by leveraging your expertise in valuation methodologies and financial analysis to drive informed decision-making processes.,

You will be part of an exciting strategic partnership between LSEG and Microsoft focused on developing next-generation data, analytics, and cloud infrastructure solutions to meet the evolving needs of customers in financial markets. This collaboration aims to revolutionize how customers discover, analyze, and trade securities globally, while advancing cloud strategy and enhancing resilience, efficiency, and agility. As part of this dynamic partnership, you will have the opportunity to contribute your skills and experience. As a Quantitative Analytics Applications Manager, you will lead a team responsible for designing, building, and delivering analytics product solutions for LSEG's buy-side and sell-side clients worldwide. Your role involves collaborating with Analytics Business, Research, and Product teams to align development and delivery efforts with the strategic vision of the Analytics business. You will manage developers and consulting partner teams to create efficient solutions for complex fixed income and multi-asset analytics challenges. Your responsibilities will include delivering high-quality analytics products to clients in collaboration with various teams, leading strategic technology initiatives for analytics products, supporting an API-FIRST business strategy, and extending a multi-cloud analytics platform. You will provide leadership, coaching, and development to the Quantitative Development community, fostering continuous improvement in internal processes and external solutions. To excel in this role, you should have strong leadership and development experience in analytics software product development, cloud-based solutions, and API service-based product solutions. Domain expertise in fixed income and securitized products, along with a solid technical background in software design and development, is essential. You should possess excellent interpersonal and communication skills, be self-driven, and have a strong commitment to nurturing talent and fostering a performance-based environment. In return, you can expect career growth opportunities, the chance to lead a commercially focused technology team, and involvement in determining the strategic direction for analytics products. You will work on cutting-edge development using Microsoft Office & Azure platforms and cloud technologies. LSEG values flexibility and offers a blended work arrangement. Joining LSEG means becoming part of a global financial markets infrastructure and data provider dedicated to driving financial stability, empowering economies, and enabling sustainable growth. The company's values of Integrity, Partnership, Excellence, and Change guide decision-making and actions, fostering a collaborative and creative culture that encourages new ideas and supports sustainability. As an employee of LSEG, you will be part of a diverse workforce where individuality is valued, and you are encouraged to bring your true self to work. The organization is committed to re-engineering the financial ecosystem to drive sustainable economic growth, including supporting the transition to net zero and promoting inclusive economic opportunities. LSEG offers a range of benefits and support, including healthcare, retirement planning, paid volunteering days, and wellbeing initiatives.,

As a Senior Model Developer at Barclays, you will play a crucial role in leading the evolution of the digital landscape, driving innovation and excellence within the organization. Your primary responsibility will be to utilize cutting-edge technology to revolutionize digital offerings, ensuring unparalleled customer experiences. Quantitative Analytics (QA) is a global organization comprising highly specialized quantitative modellers and developers, led by Olaf Springer, a member of Risk Exco. In this role, you will be involved in developing, testing, implementing, and supporting quantitative models for various aspects of risk management and valuation across Barclays. Key responsibilities of the Senior Model Developer include: - Developing predictive models, statistical analyses, and optimization procedures - Participating in project design and delivery with other functional teams - Producing robust documentation to ensure replicability of results - Collaborating with colleagues to ensure project completion within agreed time frames - Contributing to the broader Quantitative Analytics department through peer reviews and project collaboration In terms of stakeholder management and leadership, you will be required to lead projects and system migrations, manage business requirements, and ensure timely delivery of projects. Additionally, you will be involved in decision-making processes, problem-solving, and strategic planning related to model development and implementation. The successful candidate for this role should possess a strong background in risk and controls, change management, business acumen, and technical skills relevant to the position. Location of the role is in Noida. The purpose of the role is to design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making. Key responsibilities include designing analytics solutions, collaborating with technology teams, developing high-performing analytics solutions, and providing ongoing support for the effectiveness of these solutions. As an Assistant Vice President, you are expected to advise and influence decision-making, lead a team, and demonstrate a clear set of leadership behaviors. You will collaborate closely with other functions/business divisions, set objectives, and coach employees towards achieving those objectives. Overall, the role of a Senior Model Developer at Barclays requires a combination of technical expertise, leadership skills, and the ability to collaborate effectively with various stakeholders to drive innovation and excellence within the organization.,

About this role: Wells Fargo is seeking a Quantitative Analytics Senior Manager to lead the Decision Science and Artificial Intelligence model risk team within Model Risk Management (MRM). Model Risk Management (MRM): Model Risk Managementis the second line of defense and is responsible for validating models, independently overseeing the management of model risk exposures across the enterprise, including governing, monitoring, and reporting on aggregate model risk exposures, model validations, and model oversight. This oversight extends to all phases of a models life cycle, including model identification, development, validation, implementation, resolution of model risk findings, model usage, performance monitoring, documentation, and retirement. The Decision Science and Artificial Intelligence (DSAI) team : this team oversees model risk in financial crimes, fair lending, marketing, fraud detection, credit scoring, natural language processing (NLP) and generative AI. The responsibilities of the DSAI Group include an end-to-end responsibility of managing the model risk over the model lifecycle including risk tiering, validation, and performance monitoring, etc. In this role, you will: Manage and develop teams responsible for the creation, implementation of complex financial and statistical models Analyze and manage risks to forecast losses or enable decision making for business, product, marketing, or other functional areas Support financial products, portfolios, business process and risk management Perform various compliance with corporate and regulatory reporting, involving finance and capitalization requirements Determine scope and prioritization of work Perform key input in the development of strategy, policies, procedures, and organizational controls Manage one or more teams of highly skilled quantitative analysts or managers Interface with internal and external audit or regulators Manage allocation of people and financial resources for Quantitative Analytics Develop and guide a culture of talent development to meet business objectives and strategy Required Qualifications: 6+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 3+ years of management or leadership experience Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science Desired Qualifications Knowledge of regulatory requirements: SR 11-7, industry standards on model validation, model governance, extensive expertise and keen insight on the model risk management process and future directions, expertise in defining model performance metrics and risk reduction techniques. Master's degree or higher in statistics, economics, computer science, optimization, electrical engineering, or a related quantitative discipline Previous model development or validation experiences for at least two areas of marketing, fraud detection, credit scoring, and generative AI. In-depth knowledge of AI/ML methodologies such as ensemble algorithms, neural networks, supervised and unsupervised learning. Strong computing and programming background and knowledge of one or more languages such as Python Experience with ML/AI computing platforms and tools Excellent oral, written, and interpersonal communication skills, with an ability to communicate effectively to audiences of varying technical maturity. Job Expectations: Manage a team of highly experienced model risk professionals, both individual contributors and managers, and deliver on the teams book of work. Be responsible for model risk management, including model validation, performance monitoring and governance for a suite of models covering marketing, fraud detection, credit scoring, natural language processing (NLP) and generative AI. Examine and disseminate best practices across validation teams to drive continuous improvement in model validation quality, processes, procedures, validation libraries, technical infrastructure, standards, and automation. Proactively identify efficiency opportunities and execute strategic initiatives in collaboration with peer teams. Formulate structures and processes to help validation teams to transition from a validation centric role to a model risk management centric function. Stakeholder management: engage both internal (developers, risk managers, auditors) and external (regulators) stakeholders to communicate model validation process and standards. Identify and work to reduce model risk according to Banks model risk policies and standards. Proactively manage talent within the team and contribute to managing the broader talent landscape of quantitative roles across the bank. Bring thought leadership to the MRM group and to the broader quant community in the bank.

: In Scope of Position based Promotions (INTERNAL only) Job TitleQuantitative Strategist Analyst LocationMumbai, India Role Description Group Strategic Analytics : Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Valuation Control Strats: The candidate is required to work in collaboration with London/New York/Berlin team on various quantitative and regulatory driven projects. Candidate is required to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python programming language. Candidate should possess a very good English communication skill in order to coordinate and communicate work effectively with various stakeholders spread across globe. ROLE RESPONSIBILITIES Development of complex processes, framework or risk analysis as well as improvements Implement, enhance and maintain existing framework to measure market risks across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design an automated solution which is optimized and scalable Develop and design tables and databases required for the storage of the data Develop applications/libraries for the implementation of the solution Remediation of regulatory as well as external and internal findings against the MR HS models in line with the assigned tasks Constant awareness and understanding of the key market risks taken by the business areas and communication to senior management and with external stakeholders, challenge the business within assigned areas when required Quality assurance (e.g. 4 eyes principle reviews) Your skills and experience Education/ Qualifications: Strong educational background in Engineering/Science, Economics, Statistics or other numerate discipline preferably from good colleges in India e.g. IIT, NIT, ISI , BITS etc. Good knowledge of financial instruments and markets across all asset classes Knowledge of financial pricing models, risk models would be desirable Certification courses like CFA/FRM/CQF Competencies: Programming Skills At least 2 years hands on experience in Python programming Good knowledge of OOPs programming concepts ( Class, Pointers, Data structure stacks, queue) Experience in pulling data from various Market data sources. Independent handling and mitigating methodological or process weaknesses identified by regulators, auditors and internal model validation team Strong communication skills and presentation ability with attention to detail Good problem solving instincts and strong analytical skills Personal characteristics: Ability to work independently as well as flexibly within intra or inter-departmental groups Continuous advancement of own skills and knowledge Can-Do attitude & Able to cope well under pressure and tight deadlines How well support you About us and our teams Please visit our company website for further information: https://www.db.com/company/company.htm We strive for a culture in which we are empowered to excel together every day. This includes acting responsibly, thinking commercially, taking initiative and working collaboratively. Together we share and celebrate the successes of our people. Together we are Deutsche Bank Group. We welcome applications from all people and promote a positive, fair and inclusive work environment.

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..

: In Scope of Position based Promotions (INTERNAL only) Job Title Group Strategic Analytics Quantitative Strategist Specialist , AVP LocationMumbai, India Role Description We are seeking a highly motivated and skilled Python developer to join our Market Risk Strats team within GSA. This team comprised of people with technology, front office quant and market risk and methodology experience. This role offers a unique opportunity to bridge the gap between quantitative finance & technology. You will be responsible for leveraging your strong Python programming skills to develop, implement and maintain analytical tools and systems for monitoring and managing market risk. You will be engaging multiple teams for translating crucial business requirements into technical solutions and ensuring the accuracy and efficiency of our risk management processes. Our People Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients. Group Strategic Analytics (GSA) Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. What well offer you 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Accident and Term life Insurance Your key responsibilities Software Development (Python)Design, develop, test, and deploy efficient, reusable, and reliable Python code for various applications, including web service, APIs, data pipelines, and automation tools. Reporting solutionsDesign, develop, automate market risk reports, dashboards, and analytics tools using Python and relevant libraries (e.g., Pandas, NumPy, Matplotlib). Code Quality & Best PracticesWrite reusable, testable, and efficient code. Participate in code reviews, provide constructive feedback, and adhere to best practices for code quality, security and maintainability. Control Framework Enhancement (Python)Utilize Python to build and implement data quality checks, monitoring tools, and automated controls to strengthen the market risk control environment. Data ManagementWork with large datasets, ensuring data integrity, accuracy, and timely availability for risk reporting and analysis. Experience with data warehousing and database technologies (e.g., SQL) is a plus. Stakeholder CollaborationPartner effectively with market risk managers, front office trading desks, IT teams, and other relevant stakeholders to understand business requirements and translate them into technical solutions. Process ImprovementIdentify opportunities to streamline existing market risk processes through automation and the application of technology. DocumentationCreate and maintain clear and concise technical documentation for developed reports, tools, and processes. Troubleshoot and DebuggingIdentify, analyze, and resolve complex software defects and issues, ensuring smooth application operation. Participate in system testing, user acceptance testing (UAT) and audit reviews. Your skills and experience Bachelor's or Master's degree in a quantitative field such as Finance, Economics, Mathematics, Statistics, Computer Science, or a related discipline. Strong proficiency in Python and a deep understanding of its fundamentals, including data structures, algorithms, object-oriented programming (OOP) principles, and functional programming concepts. Experience with popular Python web frameworks such Django, Flask is a plus. Understanding of market risk methodologies, models, and metrics will be a plus Experience in designing, developing, and consuming RESTful APIs. Excellent analytical, problem-solving, and quantitative skills. Strong communication and presentation skills, with the ability to explain technical concepts to both technical and non-technical audiences. Ability to work independently and as part of a team in a fast-paced environment. Familiarity with database technologies (e.g., SQL) is desirable. How well support you

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

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.

: In Scope of Position based Promotions (INTERNAL only) Job TitleQuantitative Strategist Specialist, AVP LocationMumbai, India Role Description Valuation Control (VC) Strats team, part of Group Strategic Analytics (GSA), plays a key role in supporting the banks Valuation Control (VC) function which is responsible for the independent valuation of the banks fair value balance sheet. This collaboration ensures correct fair value reporting and appropriate reserving and regulatory capital calculation for the banks financial instruments. The candidate is required to work in collaboration with Valuation managers, FO Quant across globe and drive enhancement in valuation processes and methodologies on various internal and regulatory driven projects. Candidate is required to have a deep understanding of Independent Pricing Verification, Reserves & Prudent valuation process. Candidate should be able to understand the business problem, gather information required for the implementation and provide an end-to-end optimized solution on a scalable platform. Implementation of the project needs to be done in Python programming language. Candidate should possess a very good English communication skill to coordinate and communicate his work effectively with various stakeholders spread across globe. Candidate will also facilitate and foster stakeholder relationships globally and within the local region and will also be responsible for development, Support and motivation of the team. Group Strategic Analytics Analytics and technology are seen as central to all the main units of the bank, including Investment Bank, Corporate Bank and to Risk and Control functions. The Strategic Analytics team combines expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. The primary output is a scalable and flexible Front Office pricing and risk management system with consistent interface to both the Middle Office and Back Office. The consistency in analytics and the technology platform ensures that no arbitrage can exist between various parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital. Our People Our people are outstanding individuals with agile minds, from a diverse range of backgrounds and cultures. They generate fresh ideas and innovative solutions which set us apart from our competitors and add value to our clients. What we'll offer you As part of our flexible scheme, here are just some of the benefits that youll enjoy Best in class leave policy Gender neutral parental leaves 100% reimbursement under childcare assistance benefit (gender neutral) Sponsorship for Industry relevant certifications and education Employee Assistance Program for you and your family members Comprehensive Hospitalization Insurance for you and your dependents Accident and Term life Insurance Complementary Health screening for 35 yrs. and above Your key responsibilities Work on automation and optimization of valuation control process Build quantitative solution and methodology around reserves, prudent valuation. Develop, Implement, enhance and maintain existing framework to measure valuation risk across the bank Understand and decipher business problem to convert into manageable smaller problem statements Coordinate and gather information from various stakeholders for deeper understanding of the business Design automated solutions which are optimized and scalable Develop libraries in Python to provide solutions to the business Remediation of regulatory as well as external and internal findings against the valuation control business Your skills and experience A strong, relevant background and 7+ years of experience working in an international Bank or comparable experience Strong analytical skills demonstrated by a background in MFE/MBA in Finance / Engineering / Mathematics / Quantitative Statistics background from top colleges Good product knowledge of derivatives and pricing in at least one asset class Equity, Credit, Rates, FX, Commodities. Experience in valuation models and pricing techniques Market risk, Middle office, Valuations background with relevant subject matter expertise in one of the three disciplines Knowledge of languages such as R / Python / SQL. Excellent communication skills and attention to detail Strong analytical, problem solving and critical thinking skills with ability to cope well under pressure and tight timelines A track record of working in Projects and supporting Production environment simultaneously Certification such as FRM or CFA or CQF is preferred Industry experience in programming in Python How we'll support you Training and development to help you excel in your career Coaching and support from experts in your team A culture of continuous learning to aid progression A range of flexible benefits that you can tailor to suit your needs

In this role, you will: Manage a team responsible for the creation and implementation of low to moderate complex financial areas Mitigate operational risk and compute capital requirements Determine scope and prioritization of work in consultation with experienced management Participate in the development of strategy, policies, procedures, and organizational controls with model users, developers, validators, and technology Make decisions and resolve issues regarding operational risks and enable decision making in business, product, marketing, or other functional areas Manage a team comprised of quantitative analysts and credit risk analysts Interact with internal and external audit or regulators Manage allocation of people and financial resources for Quantitative Analytics Mentor and guide talent development of direct reports and assist in hiring talent Required Qualifications: 4+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 2+ years of leadership experience Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science

In this role, you will: Manage a team responsible for the creation and implementation of low to moderate complex financial areas Mitigate operational risk and compute capital requirements Determine scope and prioritization of work in consultation with experienced management Participate in the development of strategy, policies, procedures, and organizational controls with model users, developers, validators, and technology Make decisions and resolve issues regarding operational risks and enable decision making in business, product, marketing, or other functional areas Manage a team comprised of quantitative analysts and credit risk analysts Interact with internal and external audit or regulators Manage allocation of people and financial resources for Quantitative Analytics Mentor and guide talent development of direct reports and assist in hiring talent Required Qualifications: 4+ years of Quantitative Analytical experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education 2+ years of leadership experience Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, or computer science Desired Qualifications: 4+ years of experience in similar role Bachelors degree or higher in a quantitative fields such as Computer Science, Applied mathematics, engineering, statistics, finance or econometrics from top tier institutes Strong problem solving skills 4+ years of experience in credit risk analytics with exposure to statistical and machine learning model development, implementation or ML Ops 2+ years of advanced programming expertise in SAS 4+ years of advanced programming and debugging skills in Python OOP, packaging, build and deployment, data structures and algorithms, decorators, logging, exception handling, JIT compilers 2+ years of experience in High performance computing, Big Data and real time solutions PySpark, MapR streaming, parallel processing, real time optimization. 2+ years of experience in unit testing, UAT testing, regression testing and code review Comfortable with Git, GitHub, CI/CD pipelines and UNIX commands Excellent verbal, written, and interpersonal communication skills Strong ability to develop partnerships and collaborate with other business and functional areas Knowledge and understanding of issues or change management processes Trouble-shoot issues and pro-actively enact solutions in real time Job Expectations: Detail oriented, results driven, and has the ability to navigate in a quickly changing and high demand environment while balancing multiple priorities Understanding of bank regulatory data sets and other industry data sources Ability to research and report on a variety of issues using problem solving skills Exposure to banking domain in Credit Risk area on Retail/Commercial portfolio

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.