NatWest Group

Quantitative Development Manager

NatWest Group  •  Bengaluru, IN (Onsite)  •  2 hours ago
Apply
AI can make mistakes so check important info. Chat history is never stored.
44
AI Success™

Job Description

Join us as a Quantitative Development Manager

  • In this highly technical role, you’ll deliver software solutions to internal clients and systems
  • We’ll look to you to design, develop, and maintain pricing and risk models to support trading and risk management areas
  • You’ll support the business to promote client focus throughout strategy, communications, and client engagement
  • This role is available at associate vice president level

What you'll do

As a Quantitative Development Manager, you’ll design, develop, and maintain pricing and risk models to support trading and risk management areas. You’ll also help to promote client focus throughout strategy, communications, and client engagement.

In addition to this, you’ll be responsible for:

  • Developing software and automated quality assurance tools including unit, integration, regression tests, and automated diagnostics
  • Implement development and build process improvements related to the maintenance of code libraries and supporting infrastructure
  • Continually build your technical skills

The skills you'll need

We’re looking for someone proficient with C++ with hands on experience in Python, Git, and Bitbucket. You’ll be familiar with linear and flow product pricing details as well as the FpML framework.

We’re also looking for:

  • Proficient domain knowledge in fixed income securities
  • Expertise in interest rate curve and volatility surface construction
  • Knowledge of relative value models such as NSS and PCA and stochastic models such as HW and SABR
  • Good communication skills
  • Strong stakeholder management skills

Hours

45

Job Posting Closing Date:

31/05/2026

NatWest Group

About NatWest Group

We’re a business that understands when our customers and people succeed, our communities succeed, and our economy thrives. As part of our purpose, we’re looking at how we can drive change for our communities in enterprise, learning and climate.

As one of the leading supporters of UK business, we’re prioritising enterprise as a force of change. We’re focusing on the people and communities who have traditionally faced the highest barriers to entry and figuring out ways to remove these.

Learning is also key to our continued growth as a company in an ever changing and increasingly digital world. By setting a dynamic and leading learning culture, our people prosper, and our customers are given the tools to continue to improve their financial capability and confidence.

One of the biggest challenges we all face in our future is climate change. That’s why we’ve put it right at the core of our purpose. We want to champion climate solutions with financing and entrepreneurial support, fully embed climate into our culture and decision making, and be climate positive by 2025.

We’re committed to using our purpose to break down barriers, drive change and ultimately create a great place to work.

Industry
Finance & Insurance
Company Size
10,000+ employees
Headquarters
Edinburgh, GB
Year Founded
Unknown
Social Media