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.
Positive knowledge of object orie

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