Role Overview
We are seeking a Python Developer with experience in pricing models and banking systems to build, enhance, and support applications used for valuation, risk analysis, and trading. The role involves working closely with front-office, risk, and quantitative teams to deliver scalable and accurate financial solutions.
Key Responsibilities
Develop and maintain pricing libraries for financial instruments such as Derivative (finance), bonds, and structured products
Implement pricing models (e.g., Black-Scholes Model) using Python
Build tools for valuation, P&L calculations, and risk analytics
Work with traders, quants, and risk teams to understand business requirements
Process and validate market data (interest rates, volatility, curves)
Optimize performance of pricing engines and analytics workflows
Ensure accuracy, consistency, and auditability of financial calculations
Develop APIs and services for integration with trading and risk platforms
