Senior Quantitative Developer

Vichara

Gurugram, HR, India permanent

Posted: September 24, 2025

Required Skills

Job Description

Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.

The Organization:

Vichara specializes in enterprise systems and quantitative solutions for institutional capital‑markets participants. Its platforms manage billions in fixed‑income assets, powering valuation, risk, accounting and data workflows for global investment firms. Headquartered in New Jersey, Vichara operates major development centres in Gurgaon, Toronto and Bogotá. Learn more at www.vichara.com.

The Opportunity

A global asset‑manager is retiring its third party analytics stack and has engaged Vichara to build a green‑field, open‑source valuation and risk engine for its fixed‑income portfolios—including sovereigns, corporates, MBS/ABS and interest‑rate derivatives. You will join a team of quants to deliver the new library in Python and C++ on top of QuantLib and Open‑Source Risk Engine (ORE), integrate it with the client’s data, and validate results against legacy outputs.

• Job Responsibilities:

• Design modular pricing, curve‑building, cash‑flow and risk components leveraging QuantLib / ORE; expose Python bindings for desk‑level analytics.
• Implement and calibrate term‑structure, credit‑spread and volatility models (e.g., Hull‑White, SABR, HJM) in high‑performance C++ with unit‑tested Python wrappers.
• Build loaders to ingest existing Numerix trade data and develop regression tests to match PV, DV01, CS01, convexity and Greeks within agreed tolerances.
• Optimise critical routines using multithreading and caching
• Integrate market data.
• Set up infra using Azure Kubernetes,
• Candidate Profile:

• Master’s / PhD in Quantitative Finance, Financial Engineering, or related field.
• 5+ years building pricing or risk libraries for rates or credit products; prior Numerix, FinCAD or in‑house library experience a plus.
• Expert C++17/20 for high‑performance AND/ OR strong Python
• Hands‑on QuantLib (preferably with upstream contributions) and working knowledge of ORE architecture. Fluency in curve construction, bootstrapping, Monte Carlo, finite‑difference PDEs and XVA concepts.
• Familiarity with Azure CI pipelines, Docker/Kubernetes and Git-centric workflows.

Compensation -   40- 50 lakhs pa

Benefits:

• Extended health care
• Dental care
• Life insurance

Why Apply Through MisuJob?

AI-Powered Job Matching: MisuJob uses advanced artificial intelligence to analyze your skills, experience, and career goals. Our matching algorithm compares your profile against thousands of job requirements to find positions where you have the highest chance of success. This saves you hours of manual job searching and ensures you only see relevant opportunities.

One-Click Applications: Once you create your profile, applying to jobs is effortless. Your resume and cover letter are automatically tailored to highlight the most relevant experience for each position. You can apply to multiple jobs in minutes, not hours.

Career Intelligence: Beyond job matching, MisuJob provides valuable career insights. See how your skills compare to market demands, identify skill gaps to address, and understand salary benchmarks for your experience level. Make data-driven decisions about your career path.

Frequently Asked Questions

How do I apply for this position?

Click the "Register to Apply" button above to create a free MisuJob account. Once registered, you can apply with one click and track your application status in your dashboard.

Is MisuJob free for job seekers?

Yes, MisuJob is completely free for job seekers. Create your profile, get matched with jobs, and apply without any cost. We help you find your dream job without any hidden fees.

How does AI matching work?

Our AI analyzes your resume, skills, and experience to understand your professional profile. It then compares this against job requirements using natural language processing to calculate a match percentage. Higher matches mean better fit for the role.

Can I apply to jobs in other countries?

Absolutely. MisuJob features jobs from companies worldwide, including remote positions. Filter by location or look for remote opportunities to find jobs that match your preferences.

Ready to Apply?

Join thousands of job seekers using MisuJob's AI to find and apply to their dream jobs automatically.