# Manager

> Weekday AI · Gurugram, India · Full-time · Posted 2026-09-17

**Salary:** INR 4,000,000–6,000,000

**Workplace:** on_site

**Department:** Weekday's Client via platform

## Description

𝗧𝗵𝗶𝘀 𝗿𝗼𝗹𝗲 𝗶𝘀 𝗳𝗼𝗿 𝗼𝗻𝗲 𝗼𝗳 𝘁𝗵𝗲 𝗪𝗲𝗲𝗸𝗱𝗮𝘆'𝘀 𝗰𝗹𝗶𝗲𝗻𝘁𝘀

𝗦𝗮𝗹𝗮𝗿𝘆 𝗿𝗮𝗻𝗴𝗲: 𝗥𝘀 𝟰𝟬𝟬𝟬𝟬𝟬𝟬 - 𝗥𝘀 𝟲𝟬𝟬𝟬𝟬𝟬𝟬 (𝗶𝗲 𝗜𝗡𝗥 𝟰𝟬-𝟲𝟬 𝗟𝗣𝗔)

Experience: 4+ yrs

Location: Gurgaon, Haryana, India, Gurugram, Haryana, India

Job Type: Full-time

We are looking for an experienced **Quantitative Developer** with strong expertise in **C++, Python, quantitative finance, and interest rate derivatives** to develop high-performance pricing, risk, and PnL solutions for financial markets.

The role focuses on implementing and optimizing quantitative models and computational components for products such as **interest rate swaps, swaptions, caps/floors, cross-currency swaps, basis swaps, and structured interest rate derivatives**.

The ideal candidate will combine strong software engineering skills with a solid mathematical and financial markets foundation. You will work closely with quantitative analysts, traders, and technology teams to translate complex pricing and risk requirements into robust, production-ready systems.

## Requirements

Key Responsibilities

-   Design, develop, and maintain high-performance **C++ components** for pricing, risk, and PnL calculations.
-   Implement quantitative solutions for **swaps, swaptions, caps/floors, cross-currency swaps, basis swaps, and structured IRD products**.
-   Develop and optimize **yield curve construction engines**, including bootstrapping and multi-curve frameworks.
-   Implement OIS discounting and IBOR/RFR projection methodologies.
-   Develop curve interpolation, fitting, calibration, and numerical optimization components.
-   Build and maintain **CSA and collateral calibration** components, including cheapest-to-deliver collateral modelling and driver-curve attribution.
-   Translate mathematical and quantitative models into efficient production-ready software.
-   Contribute to pricing and risk-management model implementation and system architecture.
-   Develop Python tooling for **test automation, regression testing, data analysis, and development workflows**.
-   Build automated validation frameworks to verify pricing, curve construction, and risk calculations.
-   Work closely with quantitative analysts, traders, and other stakeholders to translate business requirements into technical solutions.
-   Optimize numerical and computational code for performance, scalability, and reliability.
-   Follow software engineering standards covering **code reviews, unit testing, documentation, version control, and build processes**.
-   Troubleshoot complex pricing, risk, data, and production issues and perform root-cause analysis.
-   Maintain awareness of operational and technology risks within a production trading environment.
-   Collaborate effectively with distributed engineering and quantitative teams across locations and time zones.
-   Take end-to-end ownership of assigned projects and deliverables from design through production implementation.
-   Identify and escalate operational, technical, and conduct-related risks appropriately.
-   Ensure solutions adhere to applicable engineering, regulatory, security, and operational standards.

What Makes You a Great Fit

-   **4+ years of professional experience**, with strong hands-on C++ development experience in quantitative finance, derivatives pricing, risk, or a similar environment.
-   Strong understanding of **interest rate derivatives**, including swaps, swaptions, caps/floors, cross-currency swaps, and basis products.
-   Strong understanding of pricing concepts such as **par rates, forward rates, discount factors, annuities, and yield curves**.
-   Hands-on experience with **yield curve construction and bootstrapping**.
-   Understanding of multi-curve frameworks, OIS discounting, and IBOR/RFR projection.
-   Familiarity with **CSA and collateral modelling**, including collateral optionality and driver-curve calibration.
-   Strong C++ skills with experience developing performance-sensitive numerical or computational applications.
-   Good working knowledge of **Python** for scripting, automation, testing, data analysis, and tooling.
-   Strong mathematical foundation covering **probability, stochastic calculus, numerical methods, and quantitative modelling**.
-   Solid object-oriented design and software engineering skills.
-   Experience working with large-scale C++ codebases and complex computational systems.
-   Strong knowledge of **Git, CMake, Visual Studio**, and modern software development workflows.
-   Experience with unit testing, regression testing, code reviews, documentation, and production support.
-   Strong analytical and problem-solving skills with attention to numerical accuracy and performance.
-   Ability to communicate effectively with traders, quantitative analysts, software engineers, and other stakeholders.
-   Strong ownership mindset and ability to work effectively across distributed teams.
-   Experience in a regulated financial-services or trading environment will be an advantage.

## Apply

[Apply at Weekday AI](https://apply.workable.com/weekday-1/j/E8321CD585/apply)

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