Lead Analyst (Derivative pricing)

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 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 C++ or python.
• 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++/python, 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