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Quantitative Development Manager, AVP
RBS
Bengaluru, IND
Full-time
Senior · 5+ years experience
Onsite
Discovered Yesterday
PythonC++GitBitbucketFpML
Free
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PythonC++Git
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PythonC++GitBitbucketFpML
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What you'll do
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
- We’re looking for someone proficient with Python with hands on experience in C++, 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:
- Strong understanding of credit markets, stochastic calculus, probability theory, and numerical methods
- Minimum 5 years of experience in front-office investment banking or buy-side hedge fund environments, with a focus on fixed income and/or credit markets
- Strong programming and model implementation skills using C++ and/or Python
- Excellent mathematical, quantitative, and analytical problem-solving skills
- Strong communication and stakeholder management skills, with the ability to articulate complex concepts and present findings effectively to both technical and non-technical audiences
- Bachelor's or Master's degree in a STEM (Science, Technology, Engineering, or Mathematics) discipline from a premier academic institution. Candidates from top-tier institutes such as IITs, NITs, and BITS will be preferred
- Hours
- Job Posting Closing Date:
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