Quantitative Development Manager

NatWest Group; Bengaluru; On-site; INR 3,000,000 - 6,000,000; Full time

Job summary

NatWest Group in Bengaluru invites an AVP-level Quantitative Development Manager to design, develop, and maintain pricing and risk models that support trading and risk management activities. You will deliver robust software solutions for internal clients and help promote clarity in strategy and communications across teams.

The role requires strong programming in C++ and Python, expertise with Git and Bitbucket, and a solid background in credit markets and mathematical modelling.

Qualifications

• 5+ years of front-office investment banking or buy-side hedge fund experience.
• Strong programming and modelling skills in C++ and Python.
• Bachelor's or Master's degree in STEM from premier institutions (IITs, NITs,BITS preferred).

Responsibilities

• Develop software and automated QA tools including unit/integration/regression tests.
• Improve development and build processes for code libraries and infrastructure.
• Continually build and update your technical skills while collaborating with stakeholders.

Skills

Python

C++

Git

Bitbucket

Pricing models

Mathematical analysis

Education

Bachelors/Masters in STEM

Tools

FpML framework

Job description

Quantitative Development Manager, AVP

Join us as a Quantitative Development Manager In this highly technical role, you'll deliver software solutions to internal clients and systems

We'll look to you to design, develop, and maintain pricing and risk models to support trading and risk management areas

You'll support the business to promote client focus throughout strategy, communications, and client engagement

We're offering this role at associate vice president level

What you'll do

As a Quantitative Development Manager, you'll design, develop, and maintain pricing and risk models to support trading and risk management areas. You'll also help to promote client focus throughout strategy, communications, and client engagement. In addition to this, you'll be responsible for:

• Developing software and automated quality assurance tools including unit, integration, regression tests, and automated diagnostics
• Implement development and build process improvements related to the maintenance of code libraries and supporting infrastructure
• Continually build your technical skills

The skills you'll need

We're looking for someone proficient with Python with hands on experience in C++, Git, and Bitbucket. You'll be familiar with linear and flow product pricing details as well as the FpML framework.

We're also looking for:

• Strong understanding of credit markets, stochastic calculus, probability theory, and numerical methods
• Minimum 5 years of experience in front-office investment banking or buy-side hedge fund environments, with a focus on fixed income and/or credit markets
• Strong programming and model implementation skills using C++ and/or Python
• Excellent mathematical, quantitative, and analytical problem-solving skills
• Strong communication and stakeholder management skills, with the ability to articulate complex concepts and present findings effectively to both technical and non-technical audiences

Bachelor's or Master's degree in a STEM (Science, Technology, Engineering, or Mathematics) discipline from a premier academic institution. Candidates from top-tier institutes such as IITs, NITs, and BITS will be preferred.

Hours 45

Job Posting Closing Date: 21/09/2026

Experience Level Executive Level