Derivative Pricing Analyst

Job Description

• *Job Summary**

Evalueserve is seeking a highly motivated Senior Quantitative Developer (5\-8 years' experience) to support the development, validation, governance, and enhancement of quantitative pricing models and libraries. The role combines quantitative finance, development, requiring strong expertise in C\+\+, option pricing methodologies, and pricing library development. The successful candidate will work closely with teams to implement validation frameworks, strengthen model governance, and drive automation initiatives.

• *Key Responsibilities**

• Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using Python/C\+\+.
• Implement model validation tests, benchmarking frameworks, and control processes to support model governance requirements.
• Prepare and maintain model documentation, technical specifications, validation evidence, and governance deliverables.
• Review and uplift existing pricing libraries to align with internal model risk, control, and governance standards.
• Support the validation and testing of pricing models across derivatives and structured products.
• Analyze model behavior, investigate discrepancies, and assist in the resolution of model\-related issues.
• Automate manual processes and develop tools to improve efficiency, accuracy, and scalability of quantitative workflows.
• + Participate in code reviews, testing, and deployment activities to ensure production\-quality deliverables.
• Contribute to continuous improvements in quantitative development standards, documentation, and validation frameworks.

• *Required Qualifications**

• Bachelor's or Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Physics, Computer Science, Engineering, or a related discipline.
• Senior Quant Developer: 5\-8 years of experience in quantitative development, model validation, or pricing library development within investment banking or financial services.
• Strong programming skills in C\+\+, with experience working on quantitative libraries and pricing systems.
• Solid understanding of option pricing methodologies and derivatives valuation techniques.
• Experience with model testing, validation, benchmarking, and documentation.
• Strong analytical and problem\-solving skills with attention to detail.
• Ability to work effectively in a cross\-functional environment involving quant, technology, and business stakeholders.

Job Snapshot

Updated Date

28\-10\-2026

Job ID

JOB\-0000004938

Sub\-Group

FS\-09\-1

Location

Gurgaon, Haryana, India

Experience

5 \- 10 Years

Employee Type

Permanent