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Senior niche quant role reduces applicant pool despite Mumbai metro exposure.
Highly finance-specific quant and pricing expertise limits cross-industry transferability.
Explicit 8–12 years, deep quant production experience and mandatory tech stack create strict filters.
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Lead architectural design and delivery of Beacon's Python-based pricing and risk libraries for complex fixed income, commodities, FX, and index products.
Own quality, correctness, and performance of core pricing engines; design scalable risk infrastructure and robust EOD processing pipelines.
Serve as technical authority bridging engineering, product, and client teams; mentor mid-level developers and lead technical reviews and hiring.
8–12 years experience in quantitative development or financial engineering with production track record in pricing and risk systems.
Expert-level Python skills including design, optimization (numpy, Cython, multiprocessing), and setting coding standards.
Deep fixed income and commodities derivatives pricing knowledge including model calibration and Greeks.
Degree in quantitative discipline (B.Tech/M.Tech/MSc/MFE in mathematics, physics, engineering, computer science, or financial engineering).
Experienced in delivering and operating front-office or risk quant systems at scale with focus on reliability and transparency.
Skilled at designing automated recovery, failover, EOD data pipelines, and scalable cloud infrastructure (AWS EMR, S3, Glue, Lambda, ECS).
Strong technical leadership with demonstrated ability to bridge quant research, engineering, and client-facing teams effectively.