Quantitative Development Manager, AVP
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What you'll do
- Deliver software solutions to internal clients and systems
- Design, develop, and maintain pricing and risk models to support trading and risk management areas
- Support the business to promote client focus throughout strategy, communications, and client engagement
- 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
What they're looking for
- Proficient with Python with hands on experience in C++, Git, and Bitbucket
- Familiar with linear and flow product pricing details as well as the FpML framework
- 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
Nice to have
- Candidates from top-tier institutes such as IITs, NITs, and BITS will be preferred
Summarised by NextRaise from the employer’s description, which follows in full below.
Full description from employer
Join us as a Quantitative Development Manager
- In this highly technical role, you’ll deliver software solutions to internal clients and systems
- We’ll look to you to design, develop, and maintain pricing and risk models to support trading and risk management areas
- You’ll support the business to promote client focus throughout strategy, communications, and client engagement
- We're offering this role at associate vice president level
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
45Job Posting Closing Date:
21/09/2026Company
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