Role Summary

We are seeking a highly motivated SeniorQuantitative Developer (5-8 years experience) to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance, development, requiring strong expertise in Python or C++, option pricing methodologies, and pricing library development. The successful candidate will work closely with teams to implement validation frameworks, strengthen model governance, and drive automation initiatives.

Key Responsibilities

Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using Python or 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.
Senior Quant Developer: 5-8 years of experience in quantitative development, model validation, or pricing library development within investment banking or financial services.
Strong programming skills in Python or 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 Python or C++ development capabilities.
Model validation and governance mindset.
Process automation and continuous improvement.
Clear technical documentation and communication skills.

Lead Analyst (Derivative pricing)