Quantitative Development Manager, AVP

NatWest Group; Bengaluru; On-site; INR 4,000,000 - 7,000,000; Full time

Job summary

NatWest Group in Bengaluru is seeking a Quantitative Development Manager to design, develop, and maintain pricing and risk models for trading and risk management, delivering robust software to internal clients. You will strengthen client-focused strategy and engagement, implement automated tests and build processes, and continually advance your technical skills in a fast-paced front-office environment.

This AVP level role requires strong C++, Python, and quantitative finance background, with 5+

Qualifications

• Proficient with Python with hands-on experience in C++, Git, and Bitbucket.
• Familiar with linear and flow product pricing details and the FpML framework.
• 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 funds, focused on fixed income and/or credit.
• Strong programming and model implementation skills in C++ and/or Python.
• Excellent mathematical, quantitative, and analytical problem-solving skills.
• Strong communication and stakeholder management skills.
• Bachelor's or Master's degree in STEM; prefer IITs/NITs/BITS.

Responsibilities

• Design, develop, and maintain pricing and risk models for trading and risk management.
• Promote client focus through strategy, communications, and client engagement.
• Develop software and automated QA tools including unit, integration, regression tests, and diagnostics.
• Implement development and build process improvements for code libraries and infrastructure.
• Continually build your technical skills.

Skills

Python

C++

Git

Bitbucket

Education

Bachelor's or Master's degree in STEM

Tools

FpML

Job description

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