Senior Quantitative Developer

You will be part of a team of quants at Vichara, working on a project to build a greenfield, opensource valuation and risk engine for a global asset manager's fixed income portfolios. This project involves designing modular pricing, curve building, cashflow and risk components using QuantLib and OpenSource Risk Engine (ORE) in Python and C++. You will also be responsible for implementing and calibrating term structure, credit spread and volatility models, building loaders to ingest trade data, optimizing critical routines, integrating market data, and setting up infrastructure using Azure Kubernetes. **Key Responsibilities:** - Design modular pricing, curve building, cashflow and risk components leveraging QuantLib / ORE; expose Python bindings for desk-level analytics. - Implement and calibrate term structure, credit spread and volatility models in C++ with Python wrappers. - Build loaders to ingest existing trade data and develop regression tests. - Optimize critical routines using multithreading and caching. - Integrate market data. - Set up infrastructure using Azure Kubernetes. **Qualifications:** - Masters or PhD in Quantitative Finance, Financial Engineering, or related field. - 5+ years of experience building pricing or risk libraries for rates or credit products. - Expertise in C++17/20 or strong Python. - Hands-on experience with QuantLib and working knowledge of ORE architecture. - Familiarity with Azure CI pipelines, Docker/Kubernetes, and Git-centric workflows. The company offers a compensation of 40-50 lakhs per annum along with benefits like extended health care, dental care, and life insurance.,