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NatWest Group

Quantitative Development Manager

Sorry, this job was removed at 12:10 p.m. (IST) on Thursday, May 22, 2025
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In-Office
Bangalore, Bengaluru, Karnataka
In-Office
Bangalore, Bengaluru, Karnataka

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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
  • This role is available 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:

21/05/2025

HQ

NatWest Group Bengaluru, Karnataka, IND Office

5th Floor, Campus 5B, RMZ Eco World, Sarjapur Outer Ring Road, Bengaluru, Karnataka, India, 560103

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