20 Aug
|
Evalueserve
|
Gurugram
20 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 solid 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.
- Strong programming skills in
C++
, with experience working on quantitative
📌 Lead Analyst (Gurugram)
🏢 Evalueserve
📍 Gurugram