Quantitative Development Manager

National Westminster Bank PlcBengaluru, KarnatakaOn-siteFull-timeStaff, 8–12 yearsListed 4 days ago

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About this role

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 C++ with hands on experience in Python, 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:

- Proficient domain knowledge along with experience in development of Front Office Quant library
- Understanding and development experience of derivative products
- Understanding of IR Curve construction and VOLS SABR model
- Experience in a CI/CD environment

Hours
45

Job Posting Closing Date:
21/09/2026