Quant Developer

Pune, Maharashtra
Permanent
Full-time

1 month ago

Our client is one of the global banking firms which provides industry-focused services for clients across geographies. We are currently looking for a seasoned professional to join their Quant team in Pune.Please contact Apoorva Sharma or email your cv directly in word format with Job ID: 15171 toPlease note that due to the high number of applications only shortlisted candidates will be contacted. If you do not hear from us in the next 7 business days, we regret to inform you that your application for this position was unsuccessful. riskandquants-in@theedgepartnership.comKey responsibilities

Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
Pricing Model development and OPM review for Rates, FX and Equity models.
Work closely with the platform engineering team on integration of analytics libraries into firm’s risk systems.
Investigate market data, pricing, and risk analytics issues.
Work on implementation of AI based quantitative workflow solutions.
Team lead for Quant Developer to drive quantitative business solutions.

Role requirements

Bachelor’s/Master’s degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualifications like CFA, FRM, CQF.
Excellent programming knowledge in Python/C++ with financial maths and quant development work.
Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
Good knowledge of development of pricing and risk analytics systems and tools.
Good communication skills and ability to work with trading desk and platform engineering teams.
Front office experience involving FX and Rates, excellent analytical and problem-solving skills.

The Edge Partnership

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