Lead Analyst (Derivative pricing)

Job description

Role Summary We are seeking a highly motivated Senior Quantitative Developer (5-8 years' experience) to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance, development, requiring strong expertise in C++ , option pricing methodologies, and pricing library development. The successful candidate will work closely with teams to implement validation frameworks, strengthen model governance, and drive automation initiatives. Key Responsibilities • Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using C++. • Implement model validation tests, benchmarking frameworks, and control processes to support model governance requirements. • Prepare and maintain model documentation, technical specifications, validation evidence, and governance deliverables. • Review and uplift existing pricing libraries to align with internal model risk, control, and governance standards. • Support the validation and testing of pricing models across derivatives and structured products. • Analyze model behavior, investigate discrepancies, and assist in the resolution of model-related issues. • Automate manual processes and develop tools to improve efficiency, accuracy, and scalability of quantitative workflows. • Participate in code reviews, testing, and deployment activities to ensure production-quality deliverables. • Contribute to continuous improvements in quantitative development standards, documentation, and validation frameworks. Required Qualifications • Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Engineering, or a related discipline. • Senior Quant Developer: 5-8 years of experience in quantitative development, model validation, or pricing library development within investment banking or financial services. • Strong programming skills in C++ , with experience working on quantitative libraries and pricing systems. • Solid understanding of option pricing methodologies and derivatives valuation techniques. • Experience with model testing, validation, benchmarking, and documentation. • Strong analytical and problem-solving skills with attention to detail. • Ability to work effectively in a cross-functional environment involving quant, technology, and business stakeholders. Core Competencies • Quantitative modeling and pricing expertise. • Strong C++ development capabilities. • Model validation and governance mindset. • Process automation and continuous improvement. • Clear technical documentation and communication skills.