Quantitative Developer
Core
Designing, building, and validating pricing models and risk algorithms for financial institutions.
Role type
Quantitative Developer (Financial Engineering)
Builds
Financial pricing libraries, calculators, and risk algorithms for multiple asset classes.
Domain
Financial Services / Quantitative Finance
Deliverable
production ML models | product features
Required skills
C#, C++, or Python proficiency, exceptional mathematical and analytical skills, derivatives knowledge (swaps, options, futures), risk sensitivities (Greeks: Delta, Gamma, DV01), initial industry experience as a quant.
Preferred skills
Ability to think like a trader, confidence to experiment with new technologies.
Technologies
In-house big data language, C#, C++, Python.
Responsibilities
Develop financial pricing libraries, calculators, and risk/pricing-related algorithms; use in-house big data language for large-scale securities data analysis; research market dynamics across asset classes; prototype, test, and validate proprietary models.
Seniority
Mid-level, hands-on IC