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Senior Quant Developer at Weekday AI. 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.. Company Location: India.