OTC Quant Developer
Core
Develop production systems for options and OTC derivatives trading, covering pricing, risk, quoting, and trade booking.
Role type
Senior IC quantitative developer (Rust)
Builds
Production trading systems for options and OTC derivatives
Domain
Financial services / Derivatives trading
Deliverable
production ML models | product features
Required skills
Rust, options pricing, OTC derivatives, risk management, quoting systems, trade booking, position management, software engineering
Preferred skills
C++, Python, market maker experience, hedge fund experience, bank derivatives desk experience
Technologies
Rust, C++, Python
Responsibilities
Build and maintain production trading systems in Rust; Implement options and derivatives pricing and risk logic; Develop systems supporting quoting, RFQ, booking and position management; Integrate quantitative models into reliable production applications; Work directly with traders and quantitative researchers; Own features through design, development, testing, deployment and production support.
