DE&A - Core - Big Data Engineering - Hadoop Ecosystem at Zensar Technologies · HyrikoBack to jobsvia Career pages·2w ago
DE&A - Core - Big Data Engineering - Hadoop Ecosystem
Zensar Technologies
Full-timeOn-site
Location:Pune, Maharashtra, IndiaType:Full-timePosted:2w ago Key Responsibilities
- Quantitative Model Design & Development
-
Architect and develop financial models for pricing, risk, and trading strategies
-
Design frameworks for derivatives pricing, portfolio optimization, and risk analytics
-
Ensure models are scalable, reusable, and production-ready
- Architecture & Platform Development
-
Define and drive end-to-end architecture for quant platforms
-
Build high-performance systems using Python/C++/Java
-
Integrate models with data pipelines, APIs, and cloud platforms (AWS/Azure/GCP)
- Risk & Analytics Solutions
-
Develop solutions for market risk, credit risk, liquidity risk, and PnL attribution
-
Architect real-time and batch analytics systems for large datasets
-
Ensure compliance with regulatory frameworks (Basel III, IFRS9, etc.)
- Collaboration & Stakeholder Management
-
Work closely with quants, traders, risk teams, and data engineers
-
Translate business requirements into technical and analytical solutions
-
Don't want to miss the next one?
Subscribe to daily email alerts for roles matching your interests.
Provide technical leadership and mentoring to quant developers
- Performance Optimization & Governance
Optimize model performance and computational efficiency
Implement validation frameworks, backtesting, and model governance
Ensure code quality, maintainability, and version control
Quantitative & Financial Expertise
Strong knowledge of:
- Derivatives pricing (Black-Scholes, Monte Carlo, etc.)
- Fixed income, equities, FX, and structured products
- Risk frameworks (VaR, CVA, stress testing)
- Programming: Python (Must), C++/Java (Preferred)
- Libraries: NumPy, Pandas, SciPy, TensorFlow (good to have)
- Experience with big data tools (Spark, Hadoop)
- Database knowledge: SQL, NoSQL
- Experience designing data-driven architectures and APIs
- Hands-on with cloud platforms (AWS/Azure/GCP)
- Familiar with microservices architecture
- Exposure to AI/ML in quantitative finance
- Knowledge of Databricks, Snowflake, or similar platforms
- Experience with real-time streaming (Kafka, Flink)
- Certification like FRM, CFA, CQF
Experience & Qualifications
- Education: Bachelor’s/Master’s/PhD in Mathematics, Finance, Engineering, or related field
- Experience: 8–15 years in quantitative development/architecture
- Strong experience in financial services (Banking, Capital Markets, Hedge Funds)
- Strong analytical and problem-solving skills
- Ability to simplify complex financial concepts
- Leadership and stakeholder management
- High attention to detail and accuracy
Typical Use Cases Delivered
- Pricing engines for derivatives
- Risk analytics platforms (VaR dashboards, stress testing tools)
- Algorithmic trading systems
- Portfolio optimization frameworks
Similar roles you might like
More openings like this one — take a look before you go.
Browse all jobs