12 Securities Trading jobs in India
Quantitative Analyst - Derivatives Trading
Posted 20 days ago
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Job Description
Responsibilities:
- Develop and implement quantitative models for pricing and risk management of derivatives.
- Design and optimize trading algorithms and strategies.
- Perform statistical analysis and backtesting of trading strategies.
- Collaborate with traders and portfolio managers to identify market opportunities.
- Manage risk exposures and ensure compliance with regulatory requirements.
- Develop and maintain sophisticated analytical tools and systems.
- Conduct research on new financial instruments and market trends.
- Contribute to the development of performance attribution models.
- Communicate complex quantitative concepts to non-technical stakeholders.
- Stay current with advancements in quantitative finance and technology.
- Master's or Ph.D. in Quantitative Finance, Mathematics, Statistics, Physics, Computer Science, or a related field.
- 3-7 years of experience as a Quantitative Analyst or similar role in investment banking, hedge funds, or asset management.
- Strong programming skills in Python, C++, or R.
- Solid understanding of derivatives, financial markets, and risk management.
- Experience with financial modeling, statistical analysis, and econometrics.
- Excellent analytical, problem-solving, and critical thinking skills.
- Ability to work effectively in a fast-paced, team-oriented environment.
Senior Quantitative Analyst, Derivatives Trading
Posted today
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Job Description
A Master's degree or Ph.D. in Quantitative Finance, Mathematics, Physics, Statistics, Computer Science, or a related highly quantitative field is required. A minimum of 5-7 years of relevant experience as a quantitative analyst in investment banking, hedge funds, or asset management, with a focus on derivatives pricing and risk management, is essential. Proven expertise in developing and implementing pricing models for exotic options, structured products, and other complex derivatives is mandatory. Strong proficiency in programming languages such as C++, Python, or R, and experience with financial libraries and platforms (e.g., Kdb+, Bloomberg API) are critical. Excellent understanding of stochastic calculus, statistical modeling, and econometrics is required. Solid grasp of market microstructure and trading strategies is a plus. Exceptional problem-solving, analytical, and critical thinking skills are a must. Strong communication and presentation skills, with the ability to convey complex technical information effectively, are necessary. Experience with large datasets and high-performance computing is desirable.
Senior Quantitative Analyst - Derivatives Trading
Posted 7 days ago
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Job Description
Key responsibilities include designing, backtesting, and deploying pricing and risk models for various financial instruments, particularly in the derivatives space. You will be responsible for analyzing market data, identifying patterns, and developing quantitative strategies to enhance trading profitability. Collaboration with technology teams to implement models and systems in production will be a significant part of your role. You will also contribute to the development of risk management frameworks, ensuring compliance with regulatory requirements and internal policies. The ideal candidate will possess a deep understanding of financial markets, statistical modeling, and programming.
We require a Master's or Ph.D. in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering, with a minimum of 5 years of relevant experience in a quantitative finance role. Strong programming skills in languages like Python, C++, or R are essential. Proven experience in developing and implementing quantitative models for derivatives pricing, hedging, and risk management is a must. Excellent analytical, problem-solving, and communication skills are required to effectively articulate complex ideas to both technical and non-technical stakeholders. Familiarity with financial databases and real-time market data is highly desirable. This hybrid role offers the flexibility to balance critical on-site collaboration with focused remote work, ensuring productivity and engagement. Join a leading firm and shape the future of quantitative finance.
Senior Quantitative Analyst - Derivatives Trading
Posted 15 days ago
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Fixed Income Portfolio Manager
Posted today
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Job Description
About the Company
ZeTheta Algorithms Private Limited is a FinTech start-up in India which has been recently set up and is developing innovative AI tools.
About the Role
We are seeking a talented and motivated student intern for Fixed Income Portfolio Manager Role. This is an extraordinary opportunity for a self-driven, financially skilled student with an eye for banking.
Responsibilities
Practical assignments associated to fixed income investment and analysis with simulations in:
Fixed Income Analysis & Valuation:
- Calculate Yield to Maturity (YTM) and assess returns on different types of fixed-income securities.
- Determine Present Value (PV) of securities and assess market pricing strategies.
- Compare investment options such as corporate bonds, fixed deposits, and mutual funds.
Quantitative & AI-based Financial Modelling:
- Develop financial models in Excel, Python, or R to assess risk and return metrics.
- Implement AI-driven approaches for analyzing credit risk and probability of default.
- Work on Value at Risk (VaR) simulations and machine learning models for risk assessment.
Debt Market & Credit Research:
- Analyze corporate bond spreads, relative valuations, and structured finance instruments.
- Conduct data cleaning and visualization for sovereign credit research and CDS time series data.
- Assist in the structuring and evaluation of project finance and asset-backed securities.
Technology & Automation in Finance:
- Understand Microsoft Excel AI tools for financial modelling.
- Develop and test AI models for credit derivatives and portfolio risk assessment.
- Work on FinTech tools like Virtual Risk Analyser and Virtual Portfolio Analyser.
Qualifications
A student or fresh graduate from any academic discipline.
Internship Details
• Duration: Self paced with option of 1, 2, 3 or 4 months
• Type: Unpaid
Dealer – Fixed Income Investment
Posted 5 days ago
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Job Description
About Us
Kshema General Insurance Limited (Kshema) was established in 2018 and is India's only Digital Agri Insurance Company catering to farmers/cultivators in the Agriculture Sectors. Kshema enables cultivators with resilience from financial distress due to extreme climate events and perils through localised insurance products. Kshema is leveraging Technology to provide cutting edge insurance solutions to farmers.
Kshema has a pan India presence with more than 500+ employees on roles along with 500+ employees as contractors.
Job Title: Dealer – Fixed Income Investment
Location: Hyderabad
Reporting to: Chief Investment Officer
Job Description:
We are currently seeking a skilled and experienced Fixed Income Investment Dealer to join our investment department. As a Dealer, you will play a vital role in executing trades and managing fixed income investments in compliance with the guidelines set by the Insurance Regulatory and Development Authority of India (IRDAI). The ideal candidate will have a solid background in fixed income investments, and experience in executing trades and managing investment portfolios.
Responsibilities:
Execute fixed income trades in accordance with IRDAI guidelines, internal policies, and regulatory requirements.
Monitor and analyze fixed income markets, interest rate movements, and economic indicators to identify trading opportunities and make informed investment decisions.
Maintain relationships with brokers, dealers, and other counterparties to ensure access to a wide range of fixed income securities and competitive pricing.
Collaborate with fund managers, research analysts, Mid office, back office to align trading activities with fund strategies.
Ensure accurate and timely execution of trades, including negotiation of terms, pricing, and settlement.
Stay updated with IRDAI guidelines and regulatory changes related to fixed income investments, ensuring full compliance in all trading activities.
Contribute to the development and enhancement of trading systems, processes, and risk management frameworks.
Qualifications and Experience:
Bachelor's degree in finance, economics, or a related field. A postgraduate degree, such as an MBA, CFA, or CA. Experience in Insurance Industry is preferred but not mandatory.
Minimum 7 years of relevant work experience in fixed income
In-depth knowledge of fixed income markets, bond instruments, interest rate dynamics, and trading strategies.
Strong understanding of IRDAI guidelines and regulations related to fixed income investments and insurance industry norms will be an added advantage.
Proven experience in executing fixed income trades, managing trade settlements, and handling post-trade operations.
Familiarity with trading platforms, order management systems, and electronic trading tools.
Proficient in analyzing market data, using/implementing financial software, and MS Office applications.
Strong analytical skills with the ability to interpret market trends and assess investment risks.
Excellent communication and negotiation skills to interact effectively with brokers, dealers, and internal stakeholders.
Ability to work to meet tight trading deadlines.
If you possess the required qualifications, experience, and a passion for executing fixed income trades while ensuring compliance with IRDAI regulations, we invite you to apply for this exciting opportunity.
Fixed Income Quantitative Developer
Posted 19 days ago
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Job Description
About Vichara
Vichara is a global leader in enterprise systems and quantitative solutions for institutional capital-markets participants. Our platforms manage billions in fixed-income assets, powering valuation, risk, accounting, and data workflows for leading investment firms worldwide. Headquartered in New Jersey, we operate major development centers in Gurgaon, Toronto, and Bogotá. Learn more at .
Role Overview
We are partnering with a top-tier asset manager that is replacing its third-party analytics stack with a next-generation, open-source valuation and risk platform . As part of our quantitative development team, you will play a key role in building this greenfield solution using Python and C++ , leveraging QuantLib and the Open-Source Risk Engine (ORE) .
You will work on model development, system integration, and performance optimization, while validating results against legacy analytics and delivering a scalable solution for complex fixed-income portfolios covering sovereigns, corporates, MBS/ABS, and derivatives.
What You’ll Do
- Architect and implement pricing, curve-building, cash-flow, and risk components using QuantLib / ORE, with Python bindings for desk-level analytics.
- Develop and calibrate term-structure, credit-spread, and volatility models (e.g., Hull-White, SABR, HJM) in C++ with robust Python wrappers.
- Enhance performance through multithreading, caching, and optimization techniques .
- Integrate external market data and build seamless workflows.
- Contribute to infrastructure setup with Azure Kubernetes , CI/CD automation, and Git-driven collaboration.
What We’re Looking For
- Master’s / PhD in Quantitative Finance, Financial Engineering, or a related field .
- 5+ years of experience in building pricing or risk libraries for rates or credit products.
- Hands-on exposure to FinCAD, or in-house risk/pricing libraries is an advantage.
- Strong programming skills in C++ (for high-performance computing) and/or Python .
- Proven expertise with QuantLib (open-source contributions highly valued) and familiarity with ORE architecture .
- Solid understanding of curve construction, bootstrapping, Monte Carlo simulations, PDE methods, and XVA frameworks .
- Practical knowledge of cloud-native tools : Azure CI pipelines, Docker/Kubernetes, and collaborative Git workflows.
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Securities Operations Associate-Fixed Income
Posted 2 days ago
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Job Description
Wells Fargo is seeking a Securities Operations Associate
**In this role, you will:**
+ Participate in low complexity lifecycle support tasks and help identify opportunities for process improvements within Securities Operations
+ Review basic or tactical issues, policies or procedures for which answers can be quickly obtained, related to low risk tasks and deliverables with narrower impact
+ Receive direction from manager and exercise judgment within defined parameters related to resolving situations on a full process within a trade environment, while developing understanding of various functions, policies, and procedures
+ Provide information to, collaborate, and consult with peers, colleagues and managers, including internal and external customers, to resolve issues and achieve goals
+ Build expertise in operational processes including client account onboarding, cash payments, customer service, funding operations, custodial operations, securities settlement services, structured loan operations, and general ledger reconciliation
+ Assist in gathering data to support resolution of issues; review and analyze functional operational tasks that require research and evaluation
+ Resolve low complexity escalated issues within the scope of responsibility in Security Operations
+ Research low complexity business risks, provide input into policies, enhance customer satisfaction, and review time sensitive documents and transaction requests
+ Support overall effectiveness of the team according to plans; monitor daily securities and cash related production work
+ Contribute to implementation of projects, new or revised processes, and procedures that require coordination among operation teams and may perform analysis for initiatives that support business strategies
**Required Qualifications:**
+ 6+ months of Securities Operations experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
**Posting End Date:**
28 Oct 2025
**_*Job posting may come down early due to volume of applicants._**
**We Value Equal Opportunity**
Wells Fargo is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other legally protected characteristic.
Employees support our focus on building strong customer relationships balanced with a strong risk mitigating and compliance-driven culture which firmly establishes those disciplines as critical to the success of our customers and company. They are accountable for execution of all applicable risk programs (Credit, Market, Financial Crimes, Operational, Regulatory Compliance), which includes effectively following and adhering to applicable Wells Fargo policies and procedures, appropriately fulfilling risk and compliance obligations, timely and effective escalation and remediation of issues, and making sound risk decisions. There is emphasis on proactive monitoring, governance, risk identification and escalation, as well as making sound risk decisions commensurate with the business unit's risk appetite and all risk and compliance program requirements.
Candidates applying to job openings posted in Canada: Applications for employment are encouraged from all qualified candidates, including women, persons with disabilities, aboriginal peoples and visible minorities. Accommodation for applicants with disabilities is available upon request in connection with the recruitment process.
**Applicants with Disabilities**
To request a medical accommodation during the application or interview process, visit Disability Inclusion at Wells Fargo ( .
**Drug and Alcohol Policy**
Wells Fargo maintains a drug free workplace. Please see our Drug and Alcohol Policy ( to learn more.
**Wells Fargo Recruitment and Hiring Requirements:**
a. Third-Party recordings are prohibited unless authorized by Wells Fargo.
b. Wells Fargo requires you to directly represent your own experiences during the recruiting and hiring process.
**Req Number:** R-
Deputy Manager/Manager - Fixed Income
Posted 4 days ago
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Job Description
Key Responsibility:
1. Connecting with the Sales Team to assist in completing the execution of the day-to-day bond trades.
2. Compiling and sharing investment options available daily in coordination with vendors for updates on existing products.
3. Making cash flows and pricing various ongoing/available bonds.
4. Training Sales Team on all the products available at the Desk – last mile conversion and joint client call support for RMs
5. Post sales query resolving for client/ sales team
6. Tracking Ratings of Debt Instruments of regular basis and updating the team on various upgrades and downgrades.
7. Tracking the ongoing Debt MF Basket on a regular basis.
8. Ideating the ways to push on-boarded Debt Products and circulating the same in form of creative.
9. Conducting research and analyzing various investment products in fixed income market from time to time
10. Understand positioning and pitch for each strategy Ideating new product strategies, preparing marketing material and pitch
11. Partnering with AMCs for new products, preparing marketing material Preparing presentations and content
12. Responsible for driving business in Fixed Income, Structured Products via Sales Team and Digital medium.
13. Responsible for increasing Productivity, Business Mobilization, Revenue and Penetration among the client base for Fixed Income
14. Synergy with Different verticals of the organization
Qualification & Skills Required
1. Qualification: Graduate / Post Graduate with experience of 2-4 years in Fixed Income or related space
2. Certifications - NISM-Series-XXII : Fixed Income Securities Certification Examination (desired but not mandatory)
3. Strong Interpersonal Communication Skills
4. Ability to make quick and effective decisions in situations
5. Proficient in Microsoft applications
In case there are any further questions feel free to reach out on or WhatsApp on
Senior Software Developer - Fixed Income STP (Remote)
Posted 8 days ago
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Job Description
Position: Senior Fixed Income STP Developer
Salary : 50K – 150K USD – Depending on Experience
Location: Remotely working during New York City(Office) hours
Overview:
The ideal candidate will have extensive experience in the design, development, and maintenance of financial fixed-income post-trade STP systems using a variety of different technologies and interfaces. The candidate must be capable of understanding complex business requirements, designing robust and scalable applications, and implementing solutions within the larger context of existing corporate systems. The candidate should have a keen, analytical mind and enjoy refining logical sets of user/system requirements into coherent solutions that are clean and optimized yet also flexible given the competitive nature of the problem space.
Detailed Requirements:
The candidate must have experience developing applications for the following asset classes:
- Interest Rates: IRS, OIS, FRA, Basis Swaps, Inflation Swaps, Cross Currency Swaps
- IR Options: Swaptions, Cap/Floor, CMS Spread, Spreadlocks
- Bonds (Muni/Govt/Corp)
- Repurchase Agreements (Repos)
- Credit Derivatives: Single Name / Index / Tranche / Swaption
- Money Markets (Deposits, CDs)
- FX Spot / Forward / Swap / NDF
The candidate should be knowledgeable in several of the following areas:
- Must have FIX Protocol Experience
- Must have Bloomberg Data License, Bloomberg Server API experience
- Electronic trade clearing/confirmation system APIs and workflows (any of MarkitWire, Reuters RTNS, Bloomberg VCON, Interdealer IDT, ICELink, LCH, CME, Eurex)
- DTCC, SEF, MiFID or other regulatory reporting systems.
- Reuters RFA / SFC / Marketlink
- FPML
The candidate must have experience with most or almost all of the following technologies:
- Solid experience working with Microsoft .Net Framework and .NET 5.0 or greater, C#. (5+ year)
- Experience with the ASP.NET Core, Entity Framework, Microsoft SQL Server and design/architectural patterns
- Experience with Web API (REST), gRPC, SignalR, Entity Framework preferred (1+ year)
- Solid experience in JavaScript, REACT web development framework, HTML5 and CSS
- Experience building enterprise scale desktop and/or web applications
- Knowledge and experience of software development and collaboration tooling including SVN, Asana, Redmine, TeamCity, Octopus Deploy and the like
- Expert in Visual Studio
- Expert in Windows Forms
- C/C++ Win32 API
- Python
- Borland Delphi
- HTTP/Web Services/Websockets
- ActiveMQ
- IBM Websphere MQ
- Redgate SQL Toolbelt
We require a full stack developer that can contribute across a wide range of technologies and levels of interaction. The candidate should be comfortable with developing .NET services and client/server CRUD software solutions in a .NET (C#) / SQL Server environment. Knowledge of web application development and its current trends and technologies is desirable as well.
Another skill we require is knowledge of C/C++ programming in a Windows environment. While we are not developing new applications with these languages there is a substantial legacy code base which was developed using C/C++. Knowledge of Delphi 6 would also be a major asset, for the same reason.