Derivative Pricing Analyst

• Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using Python/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.

• 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 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.

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