Senior Vice President - Quant Model

T D Newton & Associates; Pune District; On-site; INR 7,000,000 - 12,000,000; Full time

Job summary

T D Newton & Associates is seeking senior Quants in Pune to develop pricing models and AI-driven quantitative workflows. You will collaborate with desk strats and analytics teams to maintain C++/Python libraries for pricing and risk, and integrate analytics into risk systems.

The role requires 14+ years of experience, strong programming in Python/C++, and deep knowledge of FX/Fixed Income pricing, yield curves, and risk analytics. Front office exposure and LLM awareness are highly valued.

Qualifications

• Bachelor's/Master's degree in Computer Science, Mathematics, Financial engineering; CFA/FRM/CQF is an advantage.
• 14+ years of experience.
• Excellent programming knowledge in Python/C++ with financial maths and quant development.
• Excellent knowledge of FX and Fixed Income pricing, yield curves, scenario analysis, QFE, VaR, CCAR stress scenarios.
• Good knowledge of pricing/risk analytics systems and tools.
• Good knowledge of OO analysis and design patterns.
• Excellent analytical and problem solving skills.
• Good communication and ability to work with trading desks and platform teams.
• Front office experience with FX and Rates.
• Knowledge about LLMs and AI-based quants workflow solutions.

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.

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:
• 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:

• Professional experience with Investment Banking firms.
• Professional certification in Finance: FRM, CQF or CFA.