Key Responsibilities

Take ownership of the in-house Python based Bond Valuation and Bond Yield calculator following knowledge transfer from the client Central Risk Team

Operate, monitor, and maintain the in-house pricing engine

Investigate and resolve production issues, data discrepancies, and calculation anomalies.

Conduct a structural evaluation of Aladdin Premium calculator against the in-house pricing engine.

Independently work with Blackrock calculator team to determine if differences are due to model, accounting inputs, cashflow inputs, or other security terms and conditions inputs, etc.

Required

Qualification and experience

Quantitative / Financial

Intermediate-level quantitative modelling experience in fixed income, risk, valuation, or structured products.

Solid understanding of fixed-income instruments, including bonds, structured products, and fixed-to-floating rate securities.

Practical experience with bond valuation, yield calculations, cash-flow modelling, discounting, and financial instrument analytics.

Ability to diagnose and explain differences between independent valuation or risk models.





Familiarity with model validation, benchmarking, reconciliation, or quantitative control processes. Technical:

Expert python, SQL, robust data analytics, architectural design/performance optimization, scalability, etc.

Build scalable, maintainable, and production-quality quantitative solutions.

Improve model transparency, explainability, performance, and test coverage.

Support any additional quantitative projects or operational activities as capacity allows.

Experience working with third-party financial libraries and vendor calculation platforms like INDEX, FINCAD etc.

Do you have qualified experience developing or maintaining quantitative models in Python?

Do you have hands-on experience with fixed-income valuation, yield calculations, or bond cash-flow modelling?

Have you worked with structured products, securitized products, or fixed-to-floating instruments?

Do you currently hold a valid U.S. visa or other authorization that permits you to travel to the United States?

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📌 Fixed Income Quant Analyst Bengaluru
🏢 Acuity Analytics
📍 Bengaluru