Manager
๐ง๐ต๐ถ๐ ๐ฟ๐ผ๐น๐ฒ ๐ถ๐ ๐ณ๐ผ๐ฟ ๐ผ๐ป๐ฒ ๐ผ๐ณ ๐๐ต๐ฒ ๐ช๐ฒ๐ฒ๐ธ๐ฑ๐ฎ๐'๐ ๐ฐ๐น๐ถ๐ฒ๐ป๐๐
๐ฆ๐ฎ๐น๐ฎ๐ฟ๐ ๐ฟ๐ฎ๐ป๐ด๐ฒ: ๐ฅ๐ ๐ฐ๐ฌ๐ฌ๐ฌ๐ฌ๐ฌ๐ฌ - ๐ฅ๐ ๐ฒ๐ฌ๐ฌ๐ฌ๐ฌ๐ฌ๐ฌ (๐ถ๐ฒ ๐๐ก๐ฅ ๐ฐ๐ฌ-๐ฒ๐ฌ ๐๐ฃ๐)
Experience: 4+ yrs
Location: Gurgaon, Haryana, India, Gurugram, Haryana, India
Job Type: Full-time
We are looking for an experienced Quantitative Developer with strong expertise in C++, Python, quantitative finance, and interest rate derivatives to develop high-performance pricing, risk, and PnL solutions for financial markets.
The role focuses on implementing and optimizing quantitative models and computational components for products such as interest rate swaps, swaptions, caps/floors, cross-currency swaps, basis swaps, and structured interest rate derivatives.
The ideal candidate will combine strong software engineering skills with a solid mathematical and financial markets foundation. You will work closely with quantitative analysts, traders, and technology teams to translate complex pricing and risk requirements into robust, production-ready systems.
Requirements
Key Responsibilities
- Design, develop, and maintain high-performance C++ components for pricing, risk, and PnL calculations.
- Implement quantitative solutions for swaps, swaptions, caps/floors, cross-currency swaps, basis swaps, and structured IRD products.
- Develop and optimize
