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Shveta Verma 
Inclusion and Diversity Leader – India and Asia Pacific

Joydeep Roy 
Managing Director - Human Resources & Talent Supply Chain Leader

Priya Ramdev 
Human Capital Leader

Asha Ramanathan 
Chief Operating Officer

Vivek Prasad 
Chief Commercial Officer

Job Overview: PwC India is seeking a talented Front Office Quantitative Developer with experience in programming (preferably C++) and developing libraries for derivative pricing. The ideal candidate will be responsible for developing and implementing pricing models and risk management tools for the trading desk, as well as providing technical support and guidance to the trading team. Location: PAN India Key Responsibilities: - Develop and implement using quantitative pricing models for derivatives, including equity, fixed income, and FX products using mathematical and computation finance methods. (Experience in IR-SWAPS for flow business will be beneficial) - Design and develop libraries and tools for derivative pricing and risk management using C++ (or/and other programming languages) - Work closely with traders and other stakeholders to understand their requirements and develop solutions that meet their needs. - Provide technical support and expertise to the trading team, including debugging and troubleshooting pricing and risk management tools. - Basic knowledge of a few Front Office & Investment banking regulations like MiFID II / MiFIR, EMIR, ISDA SIMM, Initial Margin Calculations, FRTB, and BASEL III is expected. - Stay up to date with the latest industry trends and developments in quantitative finance and incorporate new ideas and technologies into our existing pricing models and risk management tools. - Collaborate with other teams within the organization, such as IT, risk management, and compliance, to ensure that our pricing models and risk management tools are consistent with the company's overall goals and objectives. Required Qualifications: - Bachelor's, Masters or Ph.D. degree in Computer Science, Mathematics, Physics, Engineering, or a related quantitative field. - 2-10+ years of relevant experience in Front Office Quantitative Development with Strong proficiency (preferably in C++ programming language) and experience in developing libraries for derivative pricing. (We have openings at multiple levels) - Strong understanding of numerical methods and statistical analysis used in quantitative finance. - Strong Understanding of financial products and derivatives, including options, futures, and swaps. - Excellent analytical, problem-solving, and communication skills. - Ability to work independently and as part of a team in a fast-paced, dynamic environment. - Experience working in a front office environment and with trading desks is preferred.

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PwC - Front Office Quantitative Developer - Derivative Pricing 

Job Description for PwC - Front Office Quantitative Developer - Derivative Pricing  in Pricewater House Coopers Service Delivery Center in  Any Location for (2-12) years of experience. Apply Now!

PwC - Front Office Quantitative Developer - Derivative Pricing  | iimjobs.com