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.

- Good knowledge of development of pricing and risk analytics systems and tools.

- Good knowledge of object oriented analysis and common design patterns.

- Excellent analytical and problem solving skills.

- Good communication skills and ability to work with trading desk and platform engineering teams.

- Front office experience involving FX and Rates

- Good knowledge about LLMs and AI based quants workflow solutions.

Preferred candidates:

- Top Tier colleges: IITs/BITs/NITs

- Qualified experience with Investment Banking firms.

- Professional certification in Finance: FRM, CQF or CFA.

📌 Senior Vice President - Quant Model (Pune)
🏢 T D Newton u0026 Associates
📍 Pune