Senior Quant Developer (PMS)
Bangalore, Karnataka, India
Role Overview
As a Quant Developer, you will build and scale the core systems powering our trading and risk infrastructure. This role sits at the critical intersection of quantitative research, trading, and high-performance engineering. You will be responsible for the architectural integrity of our derivatives pricing engines and execution systems, ensuring that complex mathematical models are translated into robust, production-grade code.
You will work directly with Traders and Quants to enable efficient pricing, execution, and real-time risk management across global markets.
What You'll Do
- High-Performance Engineering: Design and implement low-latency systems for real-time trading and derivative pricing.
- Pricing & Analytics: Build and enhance pricing libraries for complex and exotic instruments, including volatility modeling and correlation structures.
- Execution Systems: Develop sophisticated execution algorithms and optimize order routing and the full trade lifecycle.
- Model Implementation: Collaborate with Quants to translate advanced mathematical models into scalable, numerically stable code.
- Risk & Attribution: Contribute to core risk systems, focusing on real-time metrics, PnL attribution, and complex scenario analysis.
- Data Infrastructure: Improve high-throughput data pipelines for large-scale market data and historical backtesting.
- Complex Problem Solving: Solve challenges across numerical methods, optimization, and distributed systems in a high-stakes environment.
What We're Looking For
- Education: Degree in Computer Science, Mathematics, Physics, or a related quantitative field.
- Technical Stack: Expert-level Python skills; professional experience with a performance-critical language (C++, Rust, or Java) is highly preferred.
- CS Fundamentals: A deep understanding of data structures, algorithms, and high-performance system design.
- Quantitative Foundation: Solid grasp of probability, statistics, and numerical methods (e.g., Monte Carlo, Finite Difference).
- Domain Expertise: Practical familiarity with derivatives pricing (Options, Futures, Swaps) and financial market mechanics.
- Systems Experience: Proven ability to build distributed systems and data-intensive applications that handle high concurrency.
- Engineering Rigor: Ability to write clean, efficient, and production-quality code with a focus on testing and numerical accuracy.
- Soft Skills: A first-principles thinker and effective communicator who thrives in fast-paced, iterative trading environments.
Nice to Have
- Experience with exotic derivatives (correlation products, structured products).
- Exposure to advanced volatility modeling and market microstructure.
- Hands-on experience with numerical optimization and PDE solvers.
- Prior experience in Crypto, HFT, or low-latency trading environments.
- Familiarity with frontend tools (React) for building internal trading and risk dashboards.
