GURUGRAM · FULLTIME
Lead Analyst (Derivative pricing)
Evalueserve
Gurugram · onsite · Posted 62d ago
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Undisclosed5–8 yrsfulltimeGurugram
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Section · 01
About this role
Role Summary
We are seeking a highly motivated Senior Quantitative 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 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 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 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
Disclaimer: This job posting & location has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
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Section · 02
Skills
AutomationModel RiskworkflowsStructured Productsvaluationmathematicspricing modelsProgrammingPhysicsquantQuantitative FinanceBankingdeploymentFinancial ServicesInvestment Bankingfinance
Section · Company
About Evalueserve
Evalueserve
Analytics & KPO
4.2k+
employees
2000
26 years old
Gurgaon / Gurugram, Haryana
India
₹12.7L PA avg
Avg at Evalueserve
About
Evalueserve specializes in technology-enhanced managed services, offering analytics and insights to optimize workflows for financial institutions and enterprises.
Industries
Analytics & KPO
Employee ratings
10 reviews
3.1/ 5
Culture
2.1
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