Quant Developer - Bank

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.

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.

- 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.

To be eligible for this role you will require:

- 12 - 13 years of experience with 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.