Job Title      : Fixed-Income Quantitative Developer (C++)
Experience  : 17-20 Years
Location      : India/ US

Job Description :

Description:

Responsibilities:

• Develop and optimize fixed-income analytics in C++ and integrate with existing client systems.
• Work on curve construction, bond pricing, and risk management analytics.
• Collaborate with quants and software engineers to enhance the performance of analytical models.
• Implement robust software engineering practices to ensure model reliability and scalability.
• Conduct thorough unit testing and performance benchmarking.

Skills & Qualifications:

• At least 7-8 years of experience in building various models in the financial services space
• Strong proficiency in C++, including multithreading and performance optimization.
• In-depth understanding of fixed-income securities, term structure models, and derivatives pricing.
• Experience with financial libraries such as QuantLib or proprietary quant frameworks.
• Exposure to cloud-based and high-performance computing environments.
• Strong knowledge of risk analytics and fixed-income portfolio management.

Key Responsibilities

• Develop and implement Treasury Futures and Options on Treasury Futures Models in BondCalc.
• Expand and enhance test suites to validate the implementation.
• Collaborate with Quants and Quant Developers to modernize analytics infrastructure for bonds.
• Ensure compliance with industry-standard style guidelines for coding and model implementation.
• Conduct model validation, risk calculations, and performance tuning.

Required Skillset

• Strong expertise in C++ development, particularly in quantitative analysis and financial modeling.
• Experience with Python, TypeScript, and SQL for data processing and analytics.
• Deep knowledge of fixed income analytics, risk modeling, and derivative pricing.
• Hands-on experience with server-side infrastructure and database components.
• Ability to work in a trading desk or asset management environment.

• Ensure compliance with industry standards and testing protocols.

Preferred Qualifications

• Experience working in investment banking or asset management environments.
• Familiarity with quant libraries and financial engineering concepts.
• Proven track record of delivering large-scale quantitative development projects.