C++ Developer – Bond Valuation & Analytics

Ovii's Interpretation of the Role

We are seeking a C++ Developer with Python skills to build and maintain high‑performance bond pricing and analytics applications for a Fixed Income Quantitative Technology team. The role involves designing core valuation engines, creating quantitative libraries, and collaborating with traders, quants, and analysts to deliver real‑time analytics.

Role Snapshot

• C++ development for bond pricing
• Python scripting for analytics pipelines
• Fixed‑income quantitative library creation
• Low‑latency, high‑throughput code
• Collaboration with traders & quants
• Yield‑curve and risk model implementation

Must-Have Requirements

• C++ (C++11/14/17/20) with STL, templates, memory management
• Boost libraries
• Multithreading / multiprocessing
• Python (NumPy, Pandas)
• Linux development environment
• Git version control
• SQL / relational databases
• Fixed‑income mathematics (credit spread, duration, convexity, yield, day‑count conventions)
• C++ development for high‑performance financial systems
• Fixed‑income analytics and valuation
• Large‑scale, low‑latency application design
• Bachelor's or Master's degree in Computer Science, Financial Engineering, Mathematics, Physics, or related quantitative field

Nice-to-Have Signals

• Front‑Office or Quant Research/Quant Development experience
• Numerical methods (Monte Carlo, PDE, algorithmic differentiation)
• Credit derivatives, inflation swaps, securitized products knowledge
• SIMD/AVX optimization
• Financial data platforms (Bloomberg, LSEG, S&P Capital IQ)
• CFA or FRM certification
• Front‑Office quant environment
• Advanced numerical methods
• CFA
• FRM
• Front Office

Work Setup

• Location: Vellore, India
• Work mode: ONSITE
• Employment type: Full-Time

Not Specified in JD

• Visa sponsorship
• Salary range
• Remote eligibility
• Notice period
• Travel requirements
• Security clearance
• Coding test
• Portfolio

What You'll Likely Work On

• Design and implement C++ bond pricing and analytics engine algorithms
• Build and maintain quantitative libraries for valuation, risk evaluation, and performance attribution
• Create Python‑based tools and data pipelines for model prototyping and back‑testing
• Develop pipelines for market‑data ingestion and pricing workflows
• Optimize C++ code for memory efficiency, latency, and throughput in real‑time analytics
• Conduct code reviews, write unit/integration tests, and perform frequent back‑testing
• Integrate third‑party financial data APIs and libraries
• Collaborate closely with quantitative researchers, traders, and analysts to translate models into production code

Good Fit If You Have

• Experience in a Front‑Office or Quant Development environment
• Exposure to numerical methods such as Monte Carlo simulation or PDE solvers
• Knowledge of credit derivatives, inflation swaps, or securitized products
• Familiarity with SIMD/AVX for high‑performance computation
• CFA or FRM certification is a plus