7 Quantitative Developer Jobs

Join us at Stokhos Research Capital to develop and optimize low-latency algorithmic trading strategies, market data systems, and risk management tools using C++ & Python, focused on performance, scalability, and Indian markets.

Join us at Stokhos Research Capital to develop and optimize low-latency algorithmic trading strategies, market data systems, and risk management tools using C++ & Python, focused on performance, scalability, and Indian markets.

Join us as a " AVP Quantitative Analytics CCR Modeler at Barclays Quantitative Analytics Team where you'll spearhead the evolution of our digital landscape, driving innovation and excellence. You'll harness cutting-edge technology to revolutionize our digital offerings, ensuring unapparelled customer experiences. You will be responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology. You may be assessed on the key critical skills relevant for success in role, such as experience with end-to-end model development , experience on coding languages like Python OR R OR C++, as well as job-specific skillsets. To be successful as a " AVP Quantitative Analytics CCR Modeler you should have experience with: You must have knowledge of the following in CCR – IMM Models, SA-CCR, CVA, BASEL Framework, Monte Carlo Simulation, Exposure / Collateral Modelling, PFE (Potential Future exposure), EPE , EPPE, Derivatives Pricing, Greeks, Risk Factor Modelling (Interest Rates, Equities, Credit, Commodities etc.), Back-testing, Numerical Analysis, SR 11/7, SS1/23. SS12/13 etc Hands on coding experience (as a full-stack developer / agile developer etc. Preferable language is Python, C/C++ etc) Hand on experience in Model Development and/or Model Validation (core development experience preferred) Experience in Stress Testing/Scenarios Modelling), Statistical Modelling (preferably for Wholesale credit book), Regulators and regulatory frameworks, Stakeholders – Model Owners, Audit, Validation This role is based out of Mumbai.

As a Quantitative Developer at Alpha Genie Capital, you will play a crucial role in designing and implementing quant trading strategies, OMS/RMS modules, and market risk tools. Your responsibilities will include developing and optimizing quantitative trading models for various asset classes, building real-time risk management modules integrated into OMS/RMS systems, collaborating with traders and product managers, utilizing market data APIs, order execution systems, and low-latency infrastructure, conducting backtesting and performance analysis, and ensuring compliance with regulatory and risk policies. To excel in this role, you should hold a Bachelors or Masters degree in Computer Science, Mathematics, Financial Engineering, or a related field, have at least 3-5 years of experience as a Quantitative Developer in trading technology, possess strong programming skills in C++/Python, hands-on experience with exchange APIs (NSE/BSE), and proficiency in designing low-latency systems. Additionally, knowledge of risk management frameworks, experience in building RMS modules, and expertise in data structures, algorithms, and performance optimization are essential. Joining Alpha Genie Capital will offer you the opportunity to be part of a high-growth fintech company that is dedicated to building mission-critical trading infrastructure. You will work on co-located, low-latency systems used by top-tier traders, receive a competitive salary, performance bonuses, and have access to growth opportunities within the organization. If you are passionate about developing cutting-edge trading platforms, implementing innovative strategies, and working in a dynamic and collaborative environment, we invite you to share your resume with us or reach out to us directly.,

As a Quantitative Developer at Alpha Genie Capital, you will be instrumental in designing and implementing cutting-edge quant trading strategies, OMS/RMS modules, and market risk tools. Your expertise will contribute to the development of low-latency trading platforms and advanced risk management systems that empower professional traders and financial institutions to thrive in fast-paced markets. Your responsibilities will include designing, developing, and optimizing quantitative trading models for various asset classes, as well as building and maintaining real-time risk management modules integrated into OMS/RMS systems. Collaboration with traders, quants, and product managers will be essential to translate trading requirements into technical solutions. Additionally, you will work with market data APIs, order execution systems, and low-latency infrastructure, while conducting backtesting, simulation, and performance analysis of strategies to ensure compliance with regulatory and risk policies. To excel in this role, you should hold a Bachelors/Masters degree in Computer Science, Mathematics, Financial Engineering, or a related field, along with at least 3-5 years of experience as a Quantitative Developer in trading technology. Proficiency in programming languages such as C++ and Python is crucial, as well as hands-on experience with exchange APIs (NSE/BSE) and low-latency system design. Your knowledge of risk management frameworks, experience in building RMS modules, and proficiency in data structures, algorithms, and performance optimization will be key assets in this role. Joining Alpha Genie Capital offers you the opportunity to be part of a high-growth fintech company that is dedicated to building mission-critical trading infrastructure. You will work on co-located, low-latency systems used by top-tier traders, and benefit from a competitive salary, performance bonuses, and growth opportunities. If you are ready to make an impact in the world of quantitative development and trading technology, we encourage you to connect with us by sharing your resume at @.,

The position of Quantitative Developer requires a candidate with a good understanding of quantitative finance and proficiency in developing solutions using C#/C++. Your primary responsibility will involve analyzing and developing Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements. Your tasks will include analyzing and resolving functional issues related to financial derivatives valuation, Market Risk, Credit Risk, and CVA computations raised by clients. You will need to comprehend clients" requirements, analyze their functional specifications and spreadsheets, and implement solutions on the C#.net platform. Furthermore, you will be expected to read and research mathematical solutions for regulatory requirements and financial valuations, validate existing models, and propose improvements. Additionally, your role will involve supporting sales teams, clients, and implementation teams by providing guidance and demonstrations. The nature of the product you will be working on is an enterprise-wide risk engine designed to measure and monitor credit exposures and CVAs rapidly. This engine prices complex derivatives using closed-form and Monte-Carlo techniques, enabling customers to measure and manage Market risk effectively. Qualifications: - Post Graduate degree in Mathematics/Statistics/Physics/Quantitative Finance or a related quantitative field. - Proficiency in understanding capital markets, financial derivatives, and risk management. - FRM/PRM certifications are desirable. - Certificate in Quant Finance (CQF) is preferred. Experience: - Minimum of 3 years of experience in quantitative development, analysis, and research. - Experience in collaborating with multinational corporations and engaging with individuals on-site in the UK, US, and APAC regions. Key Skills: Quant, Quantitative, Monte Carlo simulations, Risk, Derivatives, Financial Modeling, Mathematical Modeling, C#, C++, Algorithm, Data Structures, Market Risk, Credit Risk, FRM, PRM, quantitative development, analysis, research, CQF, Quant Finance, Quantitative Developer. Industry: IT/Computers-Software Role: Software Engineer Education: B.E/B.Tech For any queries or to apply for this position, please contact jobs@augustainfotech.com.,

Role & responsibilities • Develop and implement quantitative models to support risk assessment, and portfolio management. • Backtest, validate, and refine models to ensure performance and reliability under various market conditions. • Stay abreast of the latest advancements in finance, technology, and quantitative research. Preferred candidate profile Strong proficiency in programming languages such as Python