4 Quantitative Development Jobs

The position of Quantitative Developer requires a candidate with a good understanding of quantitative finance and proficiency in developing solutions using C#/C++. Your primary responsibility will involve analyzing and developing Monte-Carlo based financial risk calculations for Market risk and Credit Risk requirements. Your tasks will include analyzing and resolving functional issues related to financial derivatives valuation, Market Risk, Credit Risk, and CVA computations raised by clients. You will need to comprehend clients" requirements, analyze their functional specifications and spreadsheets, and implement solutions on the C#.net platform. Furthermore, you will be expected to read and research mathematical solutions for regulatory requirements and financial valuations, validate existing models, and propose improvements. Additionally, your role will involve supporting sales teams, clients, and implementation teams by providing guidance and demonstrations. The nature of the product you will be working on is an enterprise-wide risk engine designed to measure and monitor credit exposures and CVAs rapidly. This engine prices complex derivatives using closed-form and Monte-Carlo techniques, enabling customers to measure and manage Market risk effectively. Qualifications: - Post Graduate degree in Mathematics/Statistics/Physics/Quantitative Finance or a related quantitative field. - Proficiency in understanding capital markets, financial derivatives, and risk management. - FRM/PRM certifications are desirable. - Certificate in Quant Finance (CQF) is preferred. Experience: - Minimum of 3 years of experience in quantitative development, analysis, and research. - Experience in collaborating with multinational corporations and engaging with individuals on-site in the UK, US, and APAC regions. Key Skills: Quant, Quantitative, Monte Carlo simulations, Risk, Derivatives, Financial Modeling, Mathematical Modeling, C#, C++, Algorithm, Data Structures, Market Risk, Credit Risk, FRM, PRM, quantitative development, analysis, research, CQF, Quant Finance, Quantitative Developer. Industry: IT/Computers-Software Role: Software Engineer Education: B.E/B.Tech For any queries or to apply for this position, please contact jobs@augustainfotech.com.,

Millennium is a top tier global hedge fund with a strong commitment to leveraging innovations in technology and data science to solve complex problems for the business. Assembling a strong Quant Technology team to build the next generation in-house analytics and trader support tools, this team will sit under the Fixed Income & Commodities Technology (FICT) group. The team will be responsible for developing and maintaining the in-house pricing libraries to support trading in Fixed Income, Commodities, Credit, and FX business at Millennium. FICT provides a dynamic and fast-paced environment with excellent growth opportunities. You will be tasked with working closely with Quant Researchers, Portfolio Managers & Technology teams to build commodities fundamental analytics and modelling platform from scratch. Your responsibilities will include developing scalable libraries and APIs for commodities fundamental modelling across multiple assets and geographies. You will also be involved in building, helping maintain, and operating end-to-end modelling pipelines that involve diverse and large sets of statistical and machine learning models. Additionally, you will contribute to building scalable tools to aid data analysis and visualization, and collaborate with the broader team to develop robust delivery and operating models that enable rapid development and scalable deployment of new capabilities. To excel in this role, you must possess a strong Python fundamentals knowledge (for data science) and SQL/Database experience. You should have solid experience with all stages of the data modelling pipeline, including data access, transformation, model training and inference pipeline, and data analysis tools. The ability to work independently with hands-on experience on the complete software development lifecycle and relevant development tools is essential. Previous experience as a Quant Developer/Data Scientist in the financial industry is required, with commodities and hands-on statistical/data modelling experience being preferred. Familiarity with tools and libraries like Airflow, Flask, Dash, etc. is also preferred.,

As the Senior Vice President, Data Management & Quantitative Analysis Manager at BNY, you will play a pivotal role in collaborating with desk strats and the quantitative analytics team to create and maintain C++/Python analytics libraries for pricing and risk analytics. Your responsibilities will involve developing pricing models for Rates, FX, and Equity models, as well as working closely with the platform engineering team to integrate analytics libraries into the firm's risk systems. You will also be tasked with exploring market data, pricing, and risk analytics issues, implementing AI-based quantitative workflow solutions, and leading a team of Quant Developers to drive quantitative business solutions. The ideal candidate will possess a Bachelor's/Master's degree in a relevant technical discipline such as Computer Science, Mathematics, or Financial Engineering. A finance-related qualification like CFA, FRM, or CQF would be advantageous. Proficiency in Python/C++ programming with a background in financial mathematics and quant development work is essential. Additionally, a strong understanding of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios is required. Experience in developing pricing and risk analytics systems, familiarity with object-oriented analysis, and excellent analytical and problem-solving skills are key attributes for this role. Good communication skills and the ability to collaborate with trading desks and platform engineering teams are also essential. Previous front office experience involving FX and Rates, as well as knowledge about LLMs and AI-based quants workflow solutions, are preferred qualifications. Preferred candidates will have graduated from top-tier colleges such as IITs/BITs/NITs and possess professional experience with investment banking firms like Goldman Sachs, JP Morgan, Morgan Stanley, Deutsche Bank, etc. Professional certifications in finance such as FRM, CQF, or CFA are also desirable. Join BNY, an award-winning company recognized for its innovation, inclusivity, and commitment to excellence. Our accolades include being named America's Most Innovative Companies by Fortune in 2024, one of the World's Most Admired Companies, and achieving a 100% score on the Human Rights Campaign Foundation's Corporate Equality Index in 2023-2024. Additionally, we have been recognized as one of the Best Places to Work for Disability Inclusion, a Top Performing Company for Sustainability, and as part of the Bloomberg Gender Equality Index. At BNY, we value diversity and provide equal employment opportunities to underrepresented racial and ethnic groups, females, individuals with disabilities, and protected veterans.,

Role: Quant Developer Department: Development The Quantitative Development team works directly with quantitative researchers to design, implement, deploy and use software for research and trading. As part of the technology team, the team follows modern software development principles and works with peers in technology to mature and evolve these tools for wider use. Quantitative developers drive cross-team initiatives with technologists and quantitative researchers across all asset classes to achieve objectives. Position Overview: Work with quantitative researchers to design and build efficient and scalable workflows for research and trading Collaborate closely with team members and peers in technology to ensure global consistency and maximize re-use of software components Assume strong ownership of projects throughout their full engineering lifecycle Provide level 2 support for critical components Required qualifications: Degree in applied math, physics, engineering, quantitative finance, computer science 4 or more years experience with Python, C++, or KDB+/q Knowledge of finance, data storage, processing and analysis Experience with modern software development: version control, agile development Excellent technical communication skills Nice to have: Advanced quantitative skills Experience with requirements analysis and designing software solutions Experience with continuous integration (CI), logging and monitoring systems Database experience