13 Aug
|
Weekday AI (YC W21)
|
Gurugram
13 Aug
Weekday AI (YC W21)
Gurugram
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Experience: 4+ yrs
Location: Gurugram, Haryana, India, Gurgaon, Haryana, India
Job Type: Full time
We are seeking a highly skilled
Risk Engine Developer
to design, develop, and optimize a strategic enterprise Risk Engine that powers large-scale risk analytics across multiple asset classes. This role is ideal for professionals who are passionate about high-performance computing, distributed systems, and quantitative engineering, with strong expertise in modern
C++
and scalable software architecture.
As a Risk Engine Developer, you will collaborate closely with Quantitative Analysts, Trading teams, Risk Managers, and Engineering teams to build highly scalable computational platforms capable of processing millions of valuations, market data events, and risk calculations. You will play a key role in delivering high-performance risk analytics, improving distributed compute frameworks,
and enabling mission-critical trading and risk management capabilities through innovative engineering solutions.
Requirements
Key Responsibilities
- Design, develop, and maintain high-performance applications using modern C++ (C++17/20/23) and Python
- Build and enhance scalable distributed computation platforms for enterprise-wide risk calculations and quantitative analytics
- Develop frameworks for valuation, pricing, sensitivities, stress testing, Value at Risk (VaR), and regulatory risk calculations
- Design distributed and parallel computing solutions capable of processing large-scale market data and complex financial portfolios
- Optimize application performance for latency, throughput, scalability, memory utilization, and computational efficiency
- Develop resilient, production-grade software supporting high-volume, time-critical risk management processes
- Implement and enhance quantitative analytics, including Delta, Vega, Curve Sensitivities, PnL Explain, Risk Attribution,
📌 Quant Dev Manager (Gurugram)
🏢 Weekday AI (YC W21)
📍 Gurugram