VP/AVP - Quantitative Developer - Python/C++

Quantitative Developer working as part of the India team to deliver software solutions to internal clients and systems.

Job Description :

- Development in C++, Python and other technologies where needed.

- Building out a team in India.

- Engaging with stakeholders within Front Office Model Governance/Quant Analytics, Trading, Technology and control functions.

- Work closely with the Front Office Model Governance team that drives the model governance agenda within Front Office encompassing all end-of-day valuation models, eTrading models and capital models.

- Drive strategic technical solutions that ensure the efficient automation of model approval and validation, ongoing model performance monitoring and model risk reporting.

- Very Good understanding of the PV, Risk measures and PnL.

- Proactive engagement with stakeholders in Quants, Trading, Technology and control functions to understand requirements. Take ownership for the design, development and implementation of software solutions that capture business requirements.

- Ensure that coding standards and procedures are implemented correctly

- Awareness of potential operational risk issues.

- Work with a range of teams including Quant Development, Quant Development and Quant Analytics as well as senior stakeholders.