UP - Analytics/Middle Office - Quant Developer
Core
Build and maintain services that calculate analytic measures across asset classes, predict theoretical market outcomes based on user-defined scenarios, and return analytics for any time horizon.
Role type
Senior Quant Developer (Middle Office)
Builds
Scalable analytics systems for option and rate sensitivity measurement, monitoring, and reporting
Domain
Financial trading, fixed income, equities, FX, commodities, energy, derivatives
Deliverable
production ML models
Required skills
Applied mathematics (linear algebra, optimization, numerical methods), Statistics and probabilities, Quantitative modeling of financial products and derivatives, Functional/object-oriented/imperative programming, Distributed version control, CI/CD, Docker, Kubernetes, Data structures and design/analysis of algorithms
Preferred skills
Pricing, risk management, and portfolio analytics, Exchange-traded financial assets, statistics, or financial engineering, Systems level programming (C, C++, Rust)
Technologies
Elixir, Python, Java, C#, C, C++, Rust
Responsibilities
Design and implement complex financial modeling solutions, Architect robust scalable analytics systems, Write readable and well-tested code in multiple languages, Collaborate with business, development, IT, and trading support teams, Provide on-call support as part of team-wide rotation, Maintain open communication with users for support and testing
