Quant Architect

Qualification:

B.E / B.Tech/BSc/MCA/BCA

Experience:

2 - 4 years

Employement:

Permanent

Skill Sets:

Architects mark price, index price and liquidation logic

Job Details:

Design and formalise the core logic for Options and Futures engines, covering order management, order matching and trade lifecycle events. • Define pricing models, volatility surfaces and Greeks calculations for derivatives instruments. • Build and maintain margin and collateral logic, covering isolated and cross-margin systems, portfolio margin and risk offsets. • Develop and document PnL computation, exposure tracking and real-time risk management logic. • Architects mark price, index price and liquidation logic to align with institutional-grade exchange standards. • Collaborate with backend teams to translate quantitative models into deterministic, scalable and auditable system components. • Analyse order book microstructure and define logic for matching priority, tick size and price-time sequencing. • Validate stress testing, backtesting and risk simulation frameworks to ensure reliability under extreme market conditions. • Define and review risk engine parameters including