This role is for one of Weekday’s clients
Salary range: Rs 4000000 - Rs 7000000 (ie INR 40 - 70 LPA)

Min Experience: 4+ years
Location: India
JobType: full-time
We are seeking an experienced Credit Quant to develop and enhance mathematical models, pricing engines, and risk analytics for credit financial instruments, including CDS, loans, and structured credit products. This role combines hands-on front-office quantitative modelling with close collaboration across Risk, Front Office, Technology, and Model Risk Management teams.
The successful candidate will work as part of a global Quant Analytics and Quant Development function, partnering closely with international quantitative teams and supporting sophisticated credit trading and risk management activities.
Key Responsibilities
Design, develop, and maintain pricing and valuation models for flow credit products and structured credit derivatives, including CDS, loans, repo, CLNs, and CDOs.
Build and enhance quantitative risk analytics frameworks covering market, credit, and counterparty risk.
Develop pre-trade analytics,



relative-value measures, and quantitative tools to support and optimise trading decisions.
Analyse large volumes of market and reference data to identify trends, generate trading signals, and improve model calibration.
Implement advanced quantitative models within high-performance C++ analytics libraries and take ownership of production-quality code.
Collaborate with traders, risk managers, technology teams, and model validation functions to ensure effective implementation and adoption of quantitative solutions.
Ensure models and analytics comply with internal risk frameworks, governance standards, and applicable regulatory requirements.
Support model validation, documentation, audit activities, and ongoing enhancements to quantitative methodologies.
Research recent quantitative techniques and market developments to improve pricing, risk measurement, and trading analytics.
Required Skills & Experience

📌 Credit Quant (India)
🏢 Weekday AI
📍 India