3.0 - 7.0 years

0 Lacs

haryana

On-site

As a Python developer at Aon, you will be part of the Aon Life Solutions team within the Aon Reinsurance Strategy and Technology Group in India. You will work on the PathWise high-performance software platform, providing innovative solutions for financial intermediaries, especially insurance companies. Collaborating with various teams, you will support the development of models and processes for companies transitioning to PathWise, contributing to the Aon Life product vision and go-to-market strategy. Your role as a Senior Analyst will involve developing complex actuarial and financial products powered by high-performance computing on Graphical Processing Units (GPU) in an Agile environment. You will offer technical guidance to the software development team, analyze technology trends, products, and competitors, and provide recommendations for product improvements. The ideal candidate for this position is a motivated individual with a Bachelor's degree in a technical field like Electrical/Computer Engineering or Computer Science. You should have at least 3 years of experience as a Software Engineer in the actuarial and/or financial industries, with expertise in Python (NumPy, Pandas), Agile methodologies, and SDLC. Familiarity with Azure Devops, Atlassian tools, C, C++, C#, parallel computing, Cuda, software version control systems, Linux, and actuarial/financial products like QuantLib will be advantageous. At Aon, we prioritize an inclusive workforce and offer flexible working solutions to support your wellbeing and work/life balance. Our continuous learning culture empowers you to grow and reach your fullest potential. If you are passionate about contributing to a global financial product and being part of a dynamic team, this opportunity at Aon may be the perfect fit for you.,

Posted 1 day ago

Apply

Senior Quantitative Developer Vichara Technologies

5.0 - 9.0 years

0 - 0 Lacs

haryana

On-site

You will be joining Vichara, a Financial Services firm known for specializing in enterprise systems and quantitative solutions for institutional capital markets participants. The company's platforms manage billions in fixed income assets, facilitating valuation, risk assessment, accounting, and data workflows for global investment firms. Headquartered in New Jersey, Vichara operates major development centers in Gurgaon, Toronto, and Bogot. For more information, you can visit www.vichara.com. In this role, you will have the opportunity to work on a project where a global asset manager is transitioning from a third-party analytics stack to a greenfield, open-source valuation and risk engine for fixed income portfolios, including sovereigns, corporates, MBS/ABS, and interest rate derivatives. Your responsibilities will involve collaborating with a team of quants to develop a new library in Python and C++ on top of QuantLib and Open Source Risk Engine (ORE). This will also include integrating the new system with the client's data and validating results against legacy outputs. As a qualified candidate, you are expected to: - Design modular pricing, curve-building, cashflow, and risk components using QuantLib / ORE and create Python bindings for desk-level analytics. - Implement and calibrate term structure, credit spread, and volatility models in high-performance C++ with unit-tested Python wrappers. - Develop loaders to ingest existing Numerix trade data and create regression tests to match PV, DV01, CS01, convexity, and Greeks within agreed tolerances. - Optimize critical routines using multithreading and caching techniques. - Integrate market data and set up infrastructure using Azure Kubernetes. The ideal candidate should possess: - A Masters or PhD in Quantitative Finance, Financial Engineering, or a related field. - At least 5 years of experience in building pricing or risk libraries for rates or credit products, with prior experience in Numerix, FinCAD, or in-house libraries being a plus. - Proficiency in expert C++17/20 for high performance and/or strong Python skills. - Hands-on experience with QuantLib (preferably with upstream contributions) and a working knowledge of ORE architecture, including skills in curve construction, bootstrapping, Monte Carlo simulations, finite-difference PDEs, and XVA concepts. - Familiarity with Azure CI pipelines, Docker/Kubernetes, and Git-centric workflows. The compensation for this position ranges from 40 to 50 lakhs per annum, along with benefits such as extended health care, dental care, and life insurance.,

Posted 5 days ago

Apply

Fixed Income Quantitative Developer Vichara Technologies

5.0 - 9.0 years

40 - 60 Lacs

Bengaluru, Delhi / NCR, Mumbai (All Areas)

Hybrid

Quantitative development to implement and optimize algorithms for asset pricing, risk management, and trading strategies and migrate analytics from c++ to Python Writes secure and high-quality code using Python or C++ with limited guidance Required Candidate profile 3+ years of Python, C++ Quantitative finance background with strong experience in bonds Experience with calculating Risk or Pricing of asset classes

Posted 1 month ago

Apply

Python Quantitative Engineer Vichara Technologies

5.0 - 9.0 years

40 - 60 Lacs

Hyderabad, Pune, Delhi / NCR

Hybrid

Posted 1 month ago

Apply

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.