19 Aug
|
Evalueserve
|
Gurugram
19 Aug
Evalueserve
Gurugram
Role Summary
We are seeking a highly motivated Senior Quantitative Developer (5-8 years' experience) to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance, development, requiring strong expertise in C++, option pricing methodologies, and pricing library development. The successful candidate will work closely with teams to implement validation frameworks, strengthen model governance, and drive automation initiatives.
Key Responsibilities
Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using C++.
Implement model validation tests, benchmarking frameworks, and control processes to support model governance requirements.
Prepare and maintain model documentation, technical specifications, validation evidence, and governance deliverables.
Review and uplift existing pricing libraries to align with internal model risk, control, and governance standards.
Support the validation and testing of pricing models across derivatives and structured products.
Analyze model behavior, investigate discrepancies, and assist in the resolution of model-related issues.
Automate manual processes and develop tools to improve efficiency, accuracy, and scalability of quantitative workflows.
Participate in code reviews, testing, and deployment activities to ensure production-quality deliverables.
Contribute to continuous improvements in quantitative development standards, documentation, and validation frameworks.
Required Qualifications
Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Engineering, or a related discipline.
Senior Quant Developer: 5-8 years of experience in quantitative development, model validation, or pricing library development within investment banking or financial services.
Solid programming skills in C++, with experience working on quantitative libraries and pricing system
📌 Lead Analyst (Gurugram)
🏢 Evalueserve
📍 Gurugram