Mandatory skills: Pricing Model Development, C++, Quant Development, LLMs and AI

Quants
- Pricing Model development and OPM review for Rates, FX and Equity models.
- Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
- Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.

AI
- Define
agent logic, behavior, and boundaries
for Markets use cases (risk, trading, credit, surveillance, analytics).
- Own
ongoing performance monitoring (OPM)
and respond to governance reviews, findings, and control enhancements.
- Classical & Statistical ML:
- XGBoost / Gradient Boosting
- Clustering (k‑means, hierarchical, DBSCAN)
- Dimensionality reduction (PCA, embeddings)

Responsibilities
- 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 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.

Skills / Qualifications
- Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
- Years of experience from 14 + years
- 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.
- Valuable knowledge of development of pricing and risk analytics systems and tools.
- Good knowledge of object orie

📌 Senior Vice President (Pune)
🏢 T D Newton & Associates
📍 Pune