Vp – Equity Derivatives Quantdev

Business: Global Banking and Markets

Open positions: 1

Role Title:VP – Equity Derivatives QuantDev

Global Career Band: 4

Location: Bangalore, India

Why join us?

The role offers an exciting opportunity to work in the Equity Derivatives quant team, which gives the challenges and learning given by a Front Office role, where one is part of a high performance team that caters to design and building of scalable engines for pricing, risk and calibration and building of quant tooling where one is given the exposure to derivative products and models used by the trading desk and the opportunity to implement cutting edge technology.

Opportunity:

Equity Derivatives Quants (a division of Global Banking and Markets) are looking for an experienced C# developer with additional C++/Python knowledge specialising in Structured Equity Derivatives with the ability to lead small teams.

What you’ll do:

• The candidate will be expected to:
• Assist the design and implementation of pricing and market data pipelines surrounding library.
• Take the lead in delivering large components of that strategy, directing junior members of the team.Working with our IT organisation on their foundation components and ensuring they can run the platform to meet SLAs.
• Assist the Quantitative Modellers to develop the core pricing library
• Direct the development of the Quantiative tooling required to support the platform
• The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.While the role is Bangalore based, the team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore.Occasional travel may be required