Quantitative Developer
Core
Design, build, and validate mathematical models and algorithms for market surveillance and trade analytics to detect market manipulation.
Role type
Quantitative Developer (Financial Data & Risk)
Builds
Market abuse detection algorithms and analytics products for financial institutions
Domain
Financial Services / Quantitative Analysis / Risk Management
Deliverable
production ML models
Required skills
C#, C++, Python, mathematical modeling, statistical analysis, algorithm design, big data processing, derivatives knowledge, risk sensitivities (Greeks)
Preferred skills
experience in fast-paced environments, experimentation with new technologies
Technologies
in-house big data language, C#, C++, Python
Responsibilities
Develop pattern-detection algorithms for product offerings, research market dynamics models, prototype and validate proprietary statistical models, analyze security and risk data at scale, optimize core financial analysis algorithms
Seniority
Mid-Senior, hands-on IC