Senior Quantitative Developer at Vichara Technologies, Inc. - Canada

Gurugram, haryana, India -

Full Time

Start Date

Immediate

Expiry Date

23 Dec, 25

Salary

50.0

Posted On

24 Sep, 25

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Quantitative Finance, Financial Engineering, C++, Python, QuantLib, ORE, Curve Construction, Bootstrapping, Monte Carlo, Finite-Difference PDEs, XVA, Azure, Docker, Kubernetes, Git

Industry

Information Technology & Services

Description

Company 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. Job Description 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. Qualifications 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. Additional Information Compensation - 40- 50 lakhs pa Benefits: Extended health care Dental care Life insurance

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Responsibilities

Design and implement pricing and risk components for fixed-income portfolios. Integrate the new valuation and risk engine with client data and validate results against legacy outputs.