Quantitative Investment developer

We are actively hiring for Quantitative Investment Developer C++

Experience required : 17+

Key Responsibilities:

• Designing and implementing mathematical models for pricing financial derivatives.
• Developing risk models for portfolio management, VaR (Value-at-Risk), and stress testing.
• Writing C++ code to prototype and implement financial models.
• Calibrating models to market data and ensuring statistical robustness.
• Working closely with traders, portfolio managers, and quant developers to translate models into trading strategies.
• Applying stochastic calculus, numerical methods, and PDEs for pricing complex derivatives.

Skills Required:

• Strong C++ & Python for model implementation and data analysis.
• Mathematics & Finance: Stochastic processes, probability, linear algebra, and option pricing (Black-Scholes, Heston, SABR).
• Numerical Methods: Monte Carlo simulation, PDE solvers, finite difference methods (FDM), finite element methods (FEM).
• Data Science & Machine Learning (optional): Applying ML for signal detection in trading.
• Statistics & Optimization: Kalman filtering, regression models, convex optimization.
• Focus: Mathematical modeling and developing pricing/risk models.