Protiviti - Derivative Pricing Developer - C#/.Net/SQL

Description :

Role Overview :

We are looking for a skilled Derivative Pricing Developer with strong expertise in C#, .NET, and SQL to join our team. The role involves building and enhancing pricing models, analytics, and risk systems for financial derivatives within a global asset management environment.

Key Responsibilities :

- Develop and maintain derivative pricing models for products such as options, futures, swaps, and structured products

- Implement quantitative models using C# and .NET framework

- Work closely with quant teams, traders, and risk teams to translate financial models into scalable systems

- Optimize pricing engines for performance and accuracy

- Design and manage database structures using SQL for market data, trade data, and analytics

- Perform model validation, testing, and documentation

- Support integration with trading and risk management systems

- Troubleshoot production issues and ensure system stability

Required Skills & Experience :

- 3-8 years of experience in derivative pricing / financial engineering / quant development

- Strong hands-on experience in C#, .NET (Core/Framework)

- Proficiency in SQL (query optimization, stored procedures, database design)

- Solid understanding of financial derivatives (options, futures, swaps)

- Knowledge of pricing models like Black-Scholes, Monte Carlo simulations, etc.

- Good understanding of data structures, algorithms, and OOP concepts

- Experience working in capital markets / asset management / investment banking

Soft Skills :

- Strong analytical and problem-solving ability

- Good communication skills and stakeholder management

- Ability to work in a fast-paced, collaborative environment

Working Model :

Hybrid (3 days work from office in Bangalore)