Role: Senior Quantitative Developer - Credit Risk Technology
Company: [Global Consulting / Risk Advisory Firm]
Location: [PAN INDIA]
Experience Level: 7+ years
About the Role:
We are looking for a highly skilled - Senior Quantitative Developer- with strong expertise in - C++ and Python- to design, build, and optimize - low-latency financial and risk analytics systems. In this role, you will develop and maintain quant libraries supporting - Credit Risk, FX, and Metals trading, working closely with quantitative analysts and risk modeling teams to deliver scalable and efficient technical solutions.
Key Responsibilities:
- Design, develop, and support - C++-based quant libraries- and analytics frameworks.
- Build and optimize - low-latency, multithreaded, and high-performance applications- .
- Collaborate with risk modelers and quant teams to integrate models into production systems.
- Deliver, test, and deploy quant libraries and - service-oriented applications- .
- Ensure code quality and version control using - Git/SVN- and CI/CD practices.
- Professional & Technical Skills
Must-Have Skills:-
- Expertise in - C++ / C++11- (templates, STL, performance optimization).
- Strong proficiency in - Python- for scripting and integration.
- Experience in - network programming, low-latency- , and - multithreading- development.
- Hands-on experience with - quant libraries- (e.g., Sigma / Sigma+).
- Excellent analytical, debugging, and problem-solving skills.
Good-to-Have Skills:-
- Advanced Python development experience beyond basic scripting.
- Familiarity with - CI/CD tools- (e.g., Jenkins) and - basic Java- programming.
- Knowledge of - REST APIs, Node.js, Angular.js, HTML5.
- Spreadsheet development (Excel, VBA).
Qualifications:
- Bachelor's degree in - Computer Science, Software Engineering, or related field.
- Master's (MSc/PhD) preferred but not mandatory.
Location:- [PAN INDIA]
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