Senior VP - Quant Developer - Asset Management

Quant Developer SVP

We are seeking an experienced leader for a senior leader to lead and build a quant strats development team in Pune with one of the leading Asset Management spaces.

The ideal candidate should have a strong background in quant, trading models, pricing models, and built models using C++ and Python.

Some of the key responsibilities will include:

- Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.

- Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.

- Investigate market data, pricing, and risk analytics issues.

To be eligible for this role you will require:

- Bachelor's/master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance-related qualifications like CFA, FRM, CQF etc. are an advantage.

- 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 knowledge of object-oriented analysis and common design patterns.

- Excellent analytical and problem-solving skills.

- Good communication skills and ability to work with trading desk and platform engineering teams.

- Front office experience involving FX and Rates.