Job Description :Mandatory skills : Pricing Model Development, C++, Quant Development, LLMs and AIQuants :- 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.- Good knowledge of development of pricing and risk analytics systems and tools.- Good knowledge of object oriented analysis and common design patterns.- Excellent analytical and problem solving skills.- Good communication skills and ability to work with trading desk and platform engineering teams.- Front office experience involving FX and Rates- Good knowledge about LLMs and AI based quants workflow solutions.Preferred candidates :- Top Tier colleges: IITs/BITs/NITs- Skilled experience with Investment Banking firms.- Professional certification in Finance: FRM, CQF or CFA (ref:hirist.tech)

📌 Quantitative Developer - Pricing Model & AI - Investment Banking Domain (Pune)
🏢 T D Newton
📍 Pune