Job Description

Our people work differently depending on their jobs and needs. From hybrid working to flexible hours, we have plenty of options that help our people to thrive.


This role is based in India and as such all normal working days must be carried out in India.

Job description

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Join us as a Quantitative Development Manager

In this highly technical role, you'll deliver software solutions to internal clients and systems We'll look to you to design, develop, and maintain pricing and risk models to support trading and risk management areas You'll support the business to promote client focus throughout strategy, communications, and client engagement This role is available at associate vice president level

What you'll do

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As a Quantitative Development Manager, you'll design, develop, and maintain pricing and risk models to support trading and risk management areas. You'll also help to promote client focus throughout strategy, communications, and client engagement.


In addition to this, you'll be responsible for:

Developing software and automated quality assurance tools including unit, integration, regression tests, and automated diagnostics Implement development and build process improvements related to the maintenance of code libraries and supporting infrastructure Continually build your technical skills

The skills you'll need

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We're looking for someone proficient with C++ with hands on experience in Python, Git, and Bitbucket. You'll be familiar with linear and flow product pricing details as well as the FpML framework.


We're also looking for:

Proficient domain knowledge along with experience in development of Front Office Quant library Understanding and development experience of derivative products Understanding of IR Curve construction and VOLS SABR model * Experience in a CI/CD environment