Senior Vice President - Quant Model

T D Newton & Associates; Pune District; On-site; INR 2,400,000 - 4,200,000; Full time

Job summary

T D Newton & Associates is seeking a senior Quant to lead pricing model development for Rates, FX and Equity. You will work with desk strats and analytics teams to build, maintain and support C++/Python libraries used for pricing and risk analytics.

The role requires 14+ years of experience, strong Python/C++ skills with financial maths, and deep knowledge of FX and Fixed Income pricing, yield curves, and risk analytics.

Qualifications

• Bachelor's or Master's in computer science, mathematics, or financial engineering.
• 14+ years of experience in quantitative roles.
• Excellent Python/C++ programming with financial maths and quant development.
• Strong knowledge of FX and Fixed Income pricing, yield curve construction, and risk analytics.

Responsibilities

• Work with desk strats and quantitative analytics teams 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.
• Collaborate with platform engineering to integrate analytics libraries into the firm's risk systems.
• Investigate market data, pricing and risk analytics issues.
• Develop AI-based quantitative workflow solutions.

Skills

Pricing Model Development

C++

Quant Development

LLMs and AI

Education

Bachelor's/Master's in CS/Math/Financial Engineering

CFA/FRM/CQF (advantage)

Tools

Python

C++

Job description

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.