Senior Quantitative Developer
Core
Designing, building, and validating financial pricing models and risk algorithms for trade surveillance software.
Role type
Senior Quantitative Developer (VP)
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#, Python, object-oriented programming, mathematical modeling, market risk analysis, derivatives knowledge, SQL, Postgres
Preferred skills
Investment bank experience, fixed-income expertise, trader perspective
Technologies
C#, Python, SQL, Postgres, in-house big data language
Responsibilities
Develop financial pricing libraries and risk algorithms; analyze securities data at scale; research market dynamics; prototype and validate proprietary models; coach junior team members
Seniority
Senior, hands-on IC with mentorship