Senior Quant Developer job opportunity at Weekday AI.

Home Jobs In India Tag: Job Senior Quant Developer position at Weekday AI


Date2026-02-12T10:37:51.608Z bot
Weekday AI Senior Quant Developer
Experience: 5-years
Pattern: Full-time
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This role is for one of the Weekday's clients Min Experience: 5 years Location: India JobType: full-time As a Senior Quant Developer, you will work closely with quantitative researchers, traders, data scientists, and technology teams to build robust, scalable, and high-performance analytical solutions. You will play a key role in transforming complex mathematical models into production-ready systems that directly impact trading strategies, risk management, and investment decisions. Key Responsibilities Design, develop, and maintain quantitative models for pricing, risk analysis, portfolio optimization, and algorithmic trading. Implement high-performance, scalable solutions using Python as the primary programming language. Build and enhance data pipelines for large-scale financial datasets, ensuring data accuracy, integrity, and performance. Collaborate with quant researchers to translate mathematical and statistical models into efficient, maintainable code. Optimize existing models and systems for speed, memory efficiency, and reliability. Develop backtesting frameworks and simulation environments to evaluate trading strategies. Integrate models into production systems and support deployment in live trading environments. Conduct rigorous testing, validation, and documentation of quantitative models. Contribute to architectural decisions and technology stack improvements. Mentor junior developers and promote best practices in coding, testing, and version control. Required Skills & Qualifications 5–7 years of professional experience in quantitative development, financial engineering, or a related domain. Strong expertise in Python, including libraries such as NumPy, Pandas, SciPy, and other scientific computing tools. Solid understanding of object-oriented programming, design patterns, and clean code principles. Experience working with large datasets and performance optimization techniques. Strong knowledge of statistics, probability theory, linear algebra, and numerical methods. Experience in financial markets, derivatives pricing, risk modeling, or algorithmic trading is highly desirable. Familiarity with backtesting frameworks and time-series analysis. Proficiency in SQL and experience with relational or time-series databases. Experience with version control systems (e.g., Git) and CI/CD practices. Strong problem-solving abilities and analytical thinking skills. Preferred Qualifications Experience with machine learning techniques applied to financial data. Exposure to distributed computing frameworks or cloud platforms. Knowledge of C++ or other performance-oriented languages is a plus. Advanced degree (Master’s or PhD) in Mathematics, Finance, Computer Science, Engineering, or a related quantitative field.

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