Evalueserve - Senior Quantitative Developer - Quantitative Finance (5-8 yrs)

Job location: Mumbai, Gurugram, Bengaluru Overall experience: 5 to 8 years Employment type: Full Time, Permanent Job type: fulltime Role Overview: Highly motivated Quantitative Developer to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance and development, requiring strong expertise in C++, option pricing methodologies, and pricing library development. Key Responsibilities: - Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using C++. - Implement model validation tests, benchmarking frameworks, and control processes to support model governance requirements. - Prepare and maintain model documentation, technical specifications, validation evidence, and governance deliverables. - Review and uplift existing pricing libraries to align with internal model risk, control, and governance standards. - Support the validation and testing of pricing models across derivatives and structured products. - Analyze model behavior, investigate discrepancies, and assist in the resolution of model-related issues. - Automate manual processes and develop tools to improve efficiency, accuracy, and scalability of quantitative workflows. - Participate in code reviews, testing, and deployment activities to ensure production-quality deliverables. - Contribute to continuous improvements in quantitative development standards, documentation, and validation frameworks. Required Qualifications: - Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Engineering, or a related discipline. - 5-8 years of experience in quantitative development, model validation, or pricing library development within investment banking or financial services. - Strong programming skills in C++, with experience working on quantitative libraries and pricing systems. - Solid understanding of option pricing methodologies and derivatives valuation techniques. - Experience with model testing, validation, benchmarking, and documentation. - Strong analytical and problem-solving skills with attention to detail. - Ability to work effectively in a cross-functional environment involving quant, technology, and business stakeholders. Core Competencies: - Quantitative modeling and pricing expertise. - Strong C++ development capabilities. - Model validation and governance mindset. - Process automation and continuous improvement. - Clear technical documentation and communication skills.