Senior Vice President - Quant Model

Mandatory skills: Pricing Model Development, C++, Quant Development, LLMs and AI

Quants

• Pricing Model development and OPM review for Rates, FX and Equity models.
• Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
• Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.

AI

• Define agent logic, behavior, and boundaries for Markets use cases (risk, trading, credit, surveillance, analytics).
• Own ongoing performance monitoring (OPM) and respond to governance reviews, findings, and control enhancements.
• Classical & Statistical ML:
• XGBoost / Gradient Boosting
• Clustering (k‑means, hierarchical, DBSCAN)
• Dimensionality reduction (PCA, embeddings)

Responsibilities

• Work with desk strats and quantitative analytics team to develop, maintain and support C++/Python analytics libraries used for pricing and risk analytics.
• Pricing Model development and OPM review for Rates, FX and Equity models.
• Work closely with platform engineering team on integration of analytics libraries into firm's risk systems.
• Investigate market data, pricing and risk analytics issues.
• Work on implementation of AI based quantitative workflow solutions.

Skills / Qualifications

• Bachelor's/Master's degree in relevant technical discipline: Computer Science, Mathematics, Financial engineering. Finance related qualification like CFA, FRM, CQF etc. is an advantage.
• Years of experience from 14 + years
• Excellent programming knowledge in Python/C++ with financial maths and quant development work.
• Excellent knowledge of FX and Fixed Income products pricing, yield curve construction, scenario analysis, sensitivities calculations, PFE, VaR, CCAR stress scenarios.
• Good knowledge of development of pricing and risk analytics systems and tools.
• Good knowledge of object oriented analysis and common design patterns.
• Excellent analytical and problem solving skills.
• Good communication skills and ability to work with trading desk and platform engineering teams.
• Front office experience involving FX and Rates
• Good knowledge about LLMs and AI based quants workflow solutions.

Preferred candidates:

• Top Tier colleges: IITs/BITs/NITs
• Professional experience with Investment Banking firms.
• Professional certification in Finance: FRM, CQF or CFA.