Quantitative Developer (17-20 yrs)

Title : Fixed-Income Quantitative Developer (C++).

Full Time role.

Immediate / Early Joiners / Serving Notice Period.

Experience : 17+ Years.

Location : India (Remote).

Level V.

The candidate will work on the Treasury Futures Model Development project, which involves C++ implementation of Treasury Futures Models in collaboration with quant teams.

The role focuses on integrating these models into a Quant Library, enhancing analytics infrastructure, and conducting extensive testing.

Description :

The Fixed-Income Quantitative Developer will be responsible for integrating the Treasury Futures Model into Client's Quant Library and working on analytics infrastructure modernization.

Responsibilities :

- Develop and optimize fixed-income analytics in C++ and integrate with existing client systems.

- Work on curve construction, bond pricing, and risk management analytics.

- Collaborate with quants and software engineers to enhance the performance of analytical models.

- Implement robust software engineering practices to ensure model reliability and scalability.

- Conduct thorough unit testing and performance benchmarking.

Skills & Qualifications :

- Strong proficiency in C++, including multithreading and performance optimization.

- In-depth understanding of fixed-income securities, term structure models, and derivatives pricing.

- Experience with financial libraries such as QuantLib or proprietary quant frameworks.

- Exposure to cloud-based and high-performance computing environments.

- Strong knowledge of risk analytics and fixed-income portfolio management.

Key Responsibilities :

- Develop and implement Treasury Futures and Options on Treasury Futures Models in BondCalc.

- Expand and enhance test suites to validate the implementation.

- Collaborate with Quants and Quant Developers to modernize analytics infrastructure for bonds.

- Ensure compliance with industry-standard style guidelines for coding and model implementation.

- Conduct model validation, risk calculations, and performance tuning.

Required Skillset :

- Strong expertise in C++ development, particularly in quantitative analysis and financial modeling.

- Experience with Python, TypeScript, and SQL for data processing and analytics.

- Deep knowledge of fixed income analytics, risk modeling, and derivative pricing.

- Hands-on experience with server-side infrastructure and database components.

- Ability to work in a trading desk or asset management environment.

- Ensure compliance with industry standards and testing protocols.

Preferred Qualifications :

- Experience working in investment banking or asset management environments.

- Familiarity with quant libraries and financial engineering concepts.

- Proven track record of delivering large-scale quantitative development projects.