Quant Architect Qualification: B.E / B.Tech/BSc/MCA/BCA Experience: 2 - 4 years Employement: Permanent Skill Sets: Architects mark price, index price and liquidation logic Job Details: Design and formalise the core logic for Options and Futures engines, covering order management, order matching and trade lifecycle events. Define pricing models, volatility surfaces and Greeks calculations for derivatives instruments. Build and maintain margin and collateral logic, covering isolated and cross-margin systems, portfolio margin and risk offsets. Develop and document PnL computation, exposure tracking and real-time risk management logic. Architects mark price, index price and liquidation logic to align with institutional-grade exchange standards. Collaborate with backend teams to translate quantitative models into deterministic,



scalable and auditable system components. Analyse order book microstructure and define logic for matching priority, tick size and price-time sequencing. Validate stress testing, backtesting and risk simulation frameworks to ensure reliability under extreme market conditions. Define and review risk engine parameters including apply

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📌 Quant Architect (Mumbai)
🏢 63 moons
📍 Mumbai