(22 / 10 / 2025) Manager - Quant

Job Level : - AM / Manager

Exp : -4 Years to 8 Years

Job Locations : - Pan India

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.

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 teams

Qualifications

 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