C++ Developer – Bond Valuation & Analytics

Keka Technologies Private Limited; Tamil Nadu; On-site; INR 800,000 - 1,500,000; Full time

Job summary

ESP Engineered in Tamil Nadu is looking for a skilled C++ Developer specializing in bond valuation and analytics. The successful candidate will design and implement high-performance pricing applications and collaborate with quantitative teams.

The ideal applicant will have strong C++ skills, experience in financial data management, and a solid understanding of fixed-income mathematics. This full-time role involves working on complex algorithms that contribute to critical analytics used by traders and portfolio managers.

Qualifications

• Strong proficiency in C++ including STL, templates, and memory management.
• Extensive experience with large-scale projects using boost libraries.
• Working knowledge of Python (NumPy, Pandas) for scripting and data analysis.

Responsibilities

• Design and implement bond pricing and analytics engine algorithms in C++.
• Build and maintain fixed-income quantitative libraries for valuation.
• Collaborate with researchers and analysts to translate financial models into code.

Skills

C++

Python

Multithreading

Numerical Methods

Financial Data Management

Education

Bachelor's or Master's degree in Computer Science, Financial Engineering, Mathematics, Physics, or related field

Tools

Boost Libraries

SQL

Git

Job description

C++ Developer – Bond Valuation & Analytics

4 -10

FactEntry India Office

Full-Time

Job Description: C++ Developer – Bond Valuation & Analytics

Job Location - Vellore, Tamilnadu

Role Summary

We are looking for a skilled C++ Developer with Python proficiency to join our Fixed Income Quantitative Technology team. You will work in a team designing, building, and maintaining large scale high-performance pricing and analytics application, libraries, and the corresponding infrastructure for bond valuation, yield curve construction, and fixed income risk analytics used by traders, quants, analysts, and portfolio and product managers.

Key Responsibilities

Evolve, design and implement bond pricing and analytics engine algorithms in C++, covering government bonds, corporate bonds, inflation-linked bonds, floating rate notes (FRNs), and structured credit instruments.

Build and maintain fixed-income quantitative libraries for valuation, risk evaluation, and performance attribution.

Implement multi-curve/OIS bootstrapping frameworks, discount/forward curve construction, and credit curve models.

Develop and evolve Python-based tools and valuation engine infrastructure (using NumPy, Pandas) for prototyping models, data pipelines, and back-testing analytics.

Collaborate closely with quantitative researchers, traders, analysts, and developers to translate financial models and complex technical specifications into effective production-grade code.

Design and implement pipelines for market data ingestion and pricing workflows.

Optimize C++ code for memory efficiency, latency, and throughput in a real-time analytics environment.

Conduct code reviews, write unit and integration tests, carry out frequent backtesting, and ensure adherence to coding best practices and highly effective solutions.

Integrate third-party libraries and financial data APIs.

Required Skills & Qualifications

Technical:

Strong proficiency in C++ (C++11/14/17/20) including STL, templates, and memory management.

Extensive large-scale project experience, using boost libraries, multithreading, multiprocessing.

Working knowledge of Python (NumPy, Pandas) for scripting, prototyping, and data analysis.

Solid understanding of fixed-income mathematics and analytics: credit spread, duration, convexity, yield, accrued interest, and day‑count conventions.

Experience building yield curve construction algorithms and bond pricing.

Familiarity with Linux development environment, Git version control, and collaborative workflows.

Experience with SQL/relational databases for financial data management.

Domain Knowledge

Understanding of bond market conventions – government, corporate, municipal, floating coupon, inflation‑linked bonds, and structured products.

Knowledge of interest rate benchmarks such as SOFR, SONIA, ESTR, EURIBOR, and Swap Rates.

Familiarity with risk metrics: duration, convexity, spread, and scenario analysis.

Preferred Qualifications

Experience working within a Front Office or Quant Research/Quant Development environment in a bank, asset manager, or FinTech.

Exposure to numerical methods: Monte Carlo simulation, PDE solvers, or Algorithmic Differentiation.

Knowledge of credit derivatives, inflation swaps, or securitized products.

Experience with financial data platforms such as Bloomberg, LSEG (formerly Refinitiv), or S&P Capital IQ Pro.

Familiarity with SIMD/AVX for high-performance numerical computation.

Educational Background

Bachelor's or Master's degree in Computer Science, Financial Engineering, Mathematics, Physics, or a related quantitative field.

Certifications in CFA or Financial Risk Management (FRM) are a plus.

Soft Skills

Strong analytical and problem-solving mindset.

Ability to work independently as well as within cross‑functional teams of analysts, developers, quants, and traders.

Clear communication skills to translate complex quantitative requirements into technical specifications.