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Senior Vice President - Quant Model

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Onsite

Senior Vice President - Quant Model

T D Newton & Associates

Senior Vice President - Quant Model

Skills

PythonData AnalysisMachine LearningAI

2 months ago

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Important information


Contract type:

Permanent

Location:

Pune, Maharashtra, India

Work mode:

Onsite

Published on:

11 August 2026

What they need


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.

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