Senior Quantitative Developer

**Job Description** As a part of Vichara, a Financial Services firm headquartered in NY, you will be involved in building systems for major i-banks and hedge funds globally. Vichara specializes in enterprise systems and quantitative solutions for institutional capital markets, managing billions in fixed income assets. With major development centers in Gurgaon, Toronto, and Bogota, Vichara operates with a focus on valuation, risk, accounting, and data workflows for investment firms worldwide. **Key Responsibilities:** - Design modular pricing, curve-building, cash flow, and risk components by leveraging QuantLib / ORE. Additionally, expose Python bindings for desk-level analytics. - Implement and calibrate term structure, credit spread, and volatility models such as HullWhite, SABR, HJM in high-performance C++ with unit-tested Python wrappers. - Develop loaders to ingest existing Numerix trade data and create regression tests to match PV, DV01, CS01, convexity, and Greeks within agreed tolerances. - Optimize critical routines using multithreading and caching techniques. - Integrate market data efficiently. - Set up infrastructure using Azure Kubernetes. **Qualifications:** - Masters or PhD in Quantitative Finance, Financial Engineering, or a related field. - Minimum 5 years of experience in building pricing or risk libraries for rates or credit products. Prior experience with Numerix, FinCAD, or in-house libraries is advantageous. - Proficiency in Expert C++17/20 for high-performance and/or strong Python. - Hands-on experience with QuantLib (preferably with upstream contributions) and a working knowledge of ORE architecture. Fluency in curve construction, bootstrapping, Monte Carlo, finite difference PDEs, and XVA concepts. - Familiarity with Azure CI pipelines, Docker/Kubernetes, and Git-centric workflows. **Additional Information** The company offers a competitive compensation package ranging from 40-50 lakhs per annum along with benefits including extended health care, dental care, and life insurance.,