Quantitative Development Manager

Gurugram, India

Join us as a Quantitative Development Manager     

  • In this crucial role, you will be working on our Single Analytics Framework alongside various projects for our front-to-back clients in front office trading
  • Your goal will involve implementing changes to our existing analytics framework and helping us translate our business requirements into long-term strategic analytical solutions
  • This is a fantastic opportunity to grow your career since you will be working with a large client base of users and meeting their various requirements

What You'll Do

As a Quantitative Development Manager for the bank, you will be making sure our projects align with our business requirements and designing various new analytical systems and solutions using modern technology stacks like C++ and Python.

Your day-to-day activities in this role will include:

  • Working with users from the front and middle office to translate business strategies into clear technical and analytical systems solutions
  • Designing, developing, and optimising trading and risk management systems and components
  • Developing technical system solutions for implementation of mathematical models into systems and managing the risk for our trading products
  • Maintaining an awareness of potential operational risk issues and working towards resolving them
  • Ensuring that all our coding standards and procedures are implemented correctly into our analytical framework

The Skills You'll Need

To work with us as a Quantitative Development Manager, we require that you demonstrate at least over 2 years of programming experience using C++.

We are looking for the following skills in our ideal candidate:

  • Excellent algorithmic thinking and/or strong software pattern knowledge
  • Excellent coding standards, including code comments and testing
  • Practical experience in working with MS Visual Studio compilers on Windows operating systems, both 32bit and 64bit
  • A Bachelor’s degree in Mathematics or Computer Science in Engineering 
  • Good interpersonal skills and be a strong team player
  • 9+ years of C++ programming experience working in VAR/Market risk area as quantitative developer
  • Development and testing of VaR calculation for a market risk system in C++
  • Fluent in C++17 and Boost performance optimisation and algorithms
  • Able to engage in the full lifecycle of a project including coding of VaR methods, systems testing, integration with other IT systems, liaising with other groups and users on methodology queries/issues
  • Excellent mathematical skills and solid financial and quantitative experience of either flow rates or credit

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