{"id":1278616,"url":"https://alion.io/job/factentry-data-solutions-c-developer-bond-valuation-analytics","title":"C++ Developer – Bond Valuation & Analytics","company":{"id":3806682,"name":"Factentry Data Solutions","domain":"factentry.com","url":"https://alion.io/company/factentry-data-solutions","size_band":"1-10","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Keka","truth_index":{"grade":"B","score":75,"open_postings":5,"ghost_share":0,"stale_share":1,"repost_share":0,"time_to_fill_p50_days":null,"computed_at":"2026-10-01T05:45:00Z"}},"role":"Hardware","role_family":"Hardware","seniority":null,"employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Vellore, India"],"countries":["IN"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Git","optional":false},{"name":"Linux","optional":false},{"name":"NumPy","optional":false},{"name":"Pandas","optional":false},{"name":"Python","optional":false},{"name":"SQL","optional":false},{"name":"STL","optional":false}],"status":"live","first_seen_at":"2026-05-20T08:55:47Z","employer_posted_date":"2026-05-20","last_verified_at":"2026-10-01T12:48:56Z","board_verified":true,"closed_at":null,"days_open":134,"trust":{"level":"stale","repost_count":0,"flags":["stale"],"days_open":133},"description":"Job Description: C++ Developer - Bond Valuation & Analytics\nJob Location - Vellore, Tamilnadu\nRole Summary\nWe are looking for a skilled C++ Developer with Python proficiency to join our Fixed Income Quantitative Technology team. You will work in a team designing, building, and maintaining large scale high-performance pricing and analytics application, libraries, and the corresponding infrastructure for bond valuation, yield curve construction, and fixed income risk analytics used by traders, quants, analysts, and portfolio and product managers.\nKey Responsibilities\nEvolve, design and implement bond pricing and analytics engine algorithms in C++, covering government bonds, corporate bonds, inflation-linked bonds, floating rate notes (FRNs), and structured credit instruments.\nBuild and maintain fixed-income quantitative libraries for valuation, risk evaluation, and performance attribution.\nImplement multi-curve/OIS bootstrapping frameworks, discount/forward curve construction, and credit curve models.\nDevelop and evolve Python-based tools and valuation engine infrastructure (using NumPy, Pandas) for prototyping models, data pipelines, and back-testing analytics.\nCollaborate closely with quantitative researchers, traders, analysts, and developers to translate financial models and complex technical specifications into effective production-grade code.\nDesign and implement pipelines for market data ingestion and pricing workflows.\nOptimize C++ code for memory efficiency, latency, and throughput in a real-time analytics environment.\nConduct code reviews, write unit and integration tests, carry out frequent backtesting, and ensure adherence to coding best practices and highly effective solutions.\nIntegrate third-party libraries and financial data APIs.\nRequired Skills & Qualifications\nTechnical:\nStrong proficiency in C++ (C++11/14/17/20) including STL, templates, and memory management.\nExtensive large scale project experience, using boost libraries, multithreading, multiprocessing.\nWorking knowledge of Python (NumPy, Pandas) for scripting, prototyping, and data analysis.\nSolid understanding of fixed-income mathematics and analytics: credit spread, duration, convexity, yield, accrued interest, and day-count conventions.\nExperience building yield curve construction algorithms and bond pricing.\nFamiliarity with Linux development environment, Git version control, and collaborative workflows.\nExperience with SQL/relational databases for financial data management.\nDomain Knowledge:\nUnderstanding of bond market conventions - government, corporate, municipal, floating coupon, inflation-linked bonds, and structured products.\nKnowledge of interest rate benchmarks such as SOFR, SONIA, ESTR, EURIBOR, and Swap Rates.\nFamiliarity with risk metrics: duration, convexity, spread, and scenario analysis.\nPreferred Qualifications\nExperience working within a Front Office or Quant Research/Quant Development environment in a bank, asset manager, or FinTech.\nExposure to numerical methods: Monte Carlo simulation, PDE solvers, or Algorithmic Differentiation.\nKnowledge of credit derivatives, inflation swaps, or securitized products.\nExperience with financial data platforms such as Bloomberg, LSEG (formerly Refinitiv), or S&P Capital IQ Pro.\nFamiliarity with SIMD/AVX for high-performance numerical computation.\nEducational Background\nBachelor's or Master's degree in Computer Science, Financial Engineering, Mathematics, Physics, or a related quantitative field.\nCertifications in CFA or Financial Risk Management (FRM) are a plus.\nSoft Skills\nStrong analytical and problem-solving mindset.\nAbility to work independently as well as within cross-functional teams of analysts, developers, quants, and traders.\nClear communication skills to translate complex quantitative requirements into technical specifications.","description_format":"text","description_chars":3837,"description_truncated":false,"requirements":{"experience_years_min":null,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"bachelor","optional":false},"security_clearance":false,"languages":[]},"benefits":[],"hiring_locations":[],"hiring_excludes":[],"relocation_offered":false,"industries":["Financial Data & Market Intelligence"],"lifecycle":[{"event":"open","at":"2026-09-26T02:22:11Z"}],"liveness":{"score":2,"band":"cold","label":"Long shot","p_open":1,"p_active":0.066,"p_room":0.28,"age_days":133,"expected_fill_days":25,"reasons":["conf:3","velocity","win:tail","crowd:"],"computed_at":"2026-10-01T05:45:00Z"},"pay":null,"html_url":"https://alion.io/job/factentry-data-solutions-c-developer-bond-valuation-analytics","json_url":"https://alion.io/job/factentry-data-solutions-c-developer-bond-valuation-analytics.json","meta":{"generated_at":"2026-10-02T02:18:00Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","usage":{"tier":"crawler","counted_by":"address","units_charged":1,"used_today":3068,"day_limit":5000,"remaining_today":1932,"minute_limit":60,"resets_at":"2026-10-03T00:00:00Z"}}}