Sr. Quant Developer
Core
Build the investment-facing pricing layer of the platform, turning research into production-grade analytics for volatility strategies.
Role type
Senior quantitative developer (financial engineering)
Builds
Resilient pricing services and productionized models for derivatives strategies
Domain
Financial services / Derivatives / Volatility
Deliverable
production ML models
Required skills
C++, Python, statistical analysis, quantitative modeling, system integration, vendor library optimization
Preferred skills
Volatility models (Local/Stochastic/Parametric), multi-asset class experience (rates, credit, FX, commodities), model calibration, validation harnesses
Technologies
C++, Python, vendor pricing libraries
Responsibilities
Implement and integrate pricing and risk models into production systems; optimize vendor pricing/analytics libraries; partner with PMs, Risk, and Technology to design resilient pricing services; expand modeling coverage for volatility strategies.
Seniority
Senior, hands-on IC