C++ Developer – Bond Valuation & Analytics

About the role

We are looking for a skilled C++ Developer with Python proficiency to join our Fixed Income Quantitative Technology team. You will work in a team designing, building, and maintaining large scale high-performance pricing and analytics application, libraries, and the corresponding infrastructure for bond valuation, yield curve construction, and fixed income risk analytics used by traders, quants, analysts, and portfolio and product managers.

What you'll do

• Evolve, design and implement bond pricing and analytics engine algorithms in C++, covering government bonds, corporate bonds, inflation-linked bonds
• Build and maintain fixed-income quantitative libraries for valuation, risk evaluation, and performance attribution
• Implement multi-curve/OIS bootstrapping frameworks, discount/forward curve construction, and credit curve models
• Develop and evolve Python-based tools and valuation engine infrastructure (using NumPy, Pandas) for prototyping models, data pipelines, and back-testing analytics
• Collaborate closely with quantitative researchers, traders, analysts, and developers to translate financial models and complex technical specifications into effective…

What you need

• 4–10 yrs of experience
• C++
• Valuation
• Analytics
• Python
• Data structures
• SQL
• M.Sc or B.Tech or B.E. or B.Sc or BCA or M.Tech or MCA

Good to have

• CFA
• Bloomberg
• Physics
• Git
• Capital markets
• NumPy