Senior Software Engineer - EQ Derivatives Pricing & Risk
Core
Design and develop real-time equity derivatives pricing and risk systems (volatility, PnL) for a global trading team.
Role type
Senior IC server-side software engineer (financial systems)
Builds
Real-time pricing and risk systems for equity derivatives
Domain
Financial services / Equity derivatives
Deliverable
production ML models | product features
Required skills
Equity derivatives pricing, Unix/Linux, multi-threaded architectures, OOP, distributed caching, Agile/Scrum
Preferred skills
Cloud platforms, containerization (Docker, Kubernetes), front-end technologies (JavaScript, HTML5)
Technologies
Docker, Kubernetes, JavaScript, HTML5
Responsibilities
Design and maintain real-time pricing and risk systems; Implement low-latency server-side components; Collaborate with portfolio managers and risk teams to translate requirements; Develop automated tests; Provide level-3 support and performance tuning
Seniority
Senior, hands-on IC