Derivative Pricing Analyst

Evalueserve; Gurgaon; Presencial; INR 1.400.000 - 3.200.000; Jornada completa

Descripción de la vacante

Evalueserve, Inc. is seeking a Senior Quantitative Developer with 5-8 years of experience to support development, validation, governance, and enhancement of quantitative pricing models and libraries.

The role requires expertise in C++, option pricing methodologies, and pricing library development. You will work with cross-functional teams to implement validation frameworks, strengthen model governance, and drive automation initiatives across derivatives and structured products.

Formación

• Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Engineering, or related discipline.
• 5-8 years of experience in quantitative development, model validation, or pricing library development.
• Strong C++ programming skills with experience on quantitative libraries and pricing systems.
• Solid understanding of option pricing methodologies and derivatives valuation techniques.
• Experience with model testing, validation, benchmarking, and documentation.
• Strong analytical and problem-solving skills with attention to detail.

Responsabilidades

• Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using Python/C++.
• Implement model validation tests, benchmarking frameworks, and governance deliverables.
• Prepare and maintain model documentation, technical specifications, and validation evidence.
• Review and uplift pricing libraries to align with model risk and governance standards.
• Support validation and testing of pricing models across derivatives and structured products.
• Analyze model behavior, investigate discrepancies, and assist in issue resolution.
• Automate manual processes and develop tools to improve efficiency and scalability.
• Participate in code reviews, testing, and deployment to ensure production-quality deliverables.
• Contribute to continuous improvements in development standards and validation frameworks.

Conocimientos

C++ programming

Python programming

Quantitative finance

Model validation

Cross-functional collaboration

Analytical thinking

Educación

Bachelor's or Master's in Quantitative Finance/Financial Engineering/Math/CS

Descripción del empleo

Job Description:

Job Summary

Evalueserve is seeking a highly motivated Senior Quantitative Developer (5-8 years' experience) to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance, development, requiring strong expertise in C++, option pricing methodologies, and pricing library development. The successful candidate will work closely with teams to implement validation frameworks, strengthen model governance, and drive automation initiatives.

Key Responsibilities

• Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using Python/C++.
• Implement model validation tests, benchmarking frameworks, and control processes to support model governance requirements.
• Prepare and maintain model documentation, technical specifications, validation evidence, and governance deliverables.
• Review and uplift existing pricing libraries to align with internal model risk, control, and governance standards.
• Support the validation and testing of pricing models across derivatives and structured products.
• Analyze model behavior, investigate discrepancies, and assist in the resolution of model-related issues.
• Automate manual processes and develop tools to improve efficiency, accuracy, and scalability of quantitative workflows.
• Participate in code reviews, testing, and deployment activities to ensure production-quality deliverables.
• Contribute to continuous improvements in quantitative development standards, documentation, and validation frameworks.

Required Qualifications

• Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Engineering, or a related discipline.
• Senior Quant Developer: 5-8 years of experience in quantitative development, model validation, or pricing library development within investment banking or financial services.
• Strong programming skills in C++, with experience working on quantitative libraries and pricing systems.
• Solid understanding of option pricing methodologies and derivatives valuation techniques.
• Experience with model testing, validation, benchmarking, and documentation.
• Strong analytical and problem-solving skills with attention to detail.
• Ability to work effectively in a cross-functional environment involving quant, technology, and business stakeholders.