Bachelor's (minimum) in Mathematical Finance, Financial Engineering, Applied Mathematics, 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
Required work experience
≥ 5 years of hands‑on model development for derivatives / structured products in at least one 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 regulatory documentation
Requirements
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 teams
Skills Required
Git, Perforce, Python
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Model Development • Chennai, India
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