SVP - Quant Developer

You will work collaboratively with desk strats and the quantitative analytics team to develop, maintain, and support C++/Python analytics libraries utilized for pricing and risk analytics. Your responsibilities will also include pricing model development and OPM review for Rates, FX, and Equity models. Additionally, you will closely collaborate with the platform engineering team to integrate analytics libraries into the firm's risk systems. Investigating market data, pricing, and risk analytics issues will be part of your role, as well as implementing AI-based quantitative workflow solutions. As a team lead for Quant Developer, you will be instrumental in driving quantitative business solutions. You should possess a Bachelor's/Master's degree in a relevant technical discipline such as Computer Science, Mathematics, or Financial Engineering. Additionally, a finance-related qualification like CFA, FRM, or CQF is considered advantageous. Proficiency in C++ programming with a background in financial mathematics and quant development work is essential. A strong knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, and CCAR stress scenarios is required. Experience in developing pricing and risk analytics systems and tools, as well as familiarity with object-oriented analysis and common design patterns, is necessary. Excellent analytical and problem-solving skills are crucial, along with effective communication abilities to collaborate with trading desks and platform engineering teams. Front office experience involving FX and Rates is preferred, as well as knowledge of LLMs and AI-based quants workflow solutions. Preferred candidates for this position are those who have attended top-tier colleges such as IITs/BITs/NITs and hold professional certifications in finance like FRM, CQF, or CFA.,