Lead - Software Engineer - QUANTS

Nasdaq — India - Mumbai - Maharashtra

Quantitative Analyst — Front Office Analytics About Calypso (a Nasdaq product) Nasdaq Calypso delivers mission-critical risk, regulatory, and trading technology to the world's largest financial institutions. The platform powers trading and trade processing across every major asset class — FX, rates, equities, credit, commodities, and digital assets — serving hundreds of banks, broker-dealers, asset managers, and central counterparties globally. Our Quantitative Analytics team sits within a global organization of 10,000+ colleagues with offices across North America, EMEA, and APAC. We combine the engineering depth of a leading fintech with the scale, stability, and client reach of a publicly listed market infrastructure leader. This role is based in Mumbai and operates on a hybrid working model (typically 3 days in office, 2 days remote). Role Overview We are hiring a Quantitative Analyst to join our Front Office Analytics team. You will design, implement, and productionize pricing and risk models used directly by our clients' trading desks. This is a hands-on quant role: you will own models end-to-end, from mathematical derivation through C++/Python implementation, performance optimization, testing, documentation, and client support. Our library covers all major asset classes, so you'll have exposure well beyond any single desk. What You'll Do • Develop and maintain pricing, risk, and XVA models across rates, FX, credit, equity, and/or commodities • Translate mathematical specifications into high-performance, well-tested production code • Work directly with clients' quants and traders to calibrate, validate, and extend models to new products and markets • Partner with Engineering on performance (vectorization, GPU/parallel compute, AAD/adjoint sensitivities) • Give to our AI/ML initiatives for model acceleration, calibration, and anomaly detection • Write clear technical documentation and defend methodology in model validation reviews Skills & Requirements Required

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