Manager - Quant

Job Level : - AM / ManagerExp : -4 Years to 8 YearsJob Locations : - Pan IndiaRequired work experience ≥ 5 years of hands on model development for derivatives / structured products in at leastone asset class ≥ 5 years of production level C++ programming Proficient in Python scripting for model calibration / automation Delivered quant libraries with minimal bugs and positive feedback from trading,structuring, and valuation control teams Experience with reserve methodology, model performance monitoring, and regulatorydocumentation.Nice to have Development of structured products (e.g., vol caps, credit linked notes, commodity spreads,hybrids) in any asset class Exposure to quantitative investment strategies and their production implementation Involvement in model governance (performance indicators, model risk reviews,remediation) Familiarity with Git / Perforce and CI / CD pipelines for library releases Knowledge of relevant regulatory frameworks (BCBS, ICAAP, local guidelines) Strong collaboration skills with trading, product control, risk, and IT teamsQualifications Bachelor’s (minimum) in Mathematical Finance, Financial Engineering, AppliedMathematics, Physics, or a related quantitative field Degree from a top tier university (e.g., Russell Group, Ivy League, equivalent) MSc / PhD desirable but not mandatory