Senior Quant Risk Developer
Core
Designing and building backend risk IT systems, margin algorithms, and quantitative solutions for clearing and repo risk frameworks.
Role type
Senior Quant Risk Developer (Backend IC)
Builds
Risk IT systems, margin algorithms, and quantitative risk models for clearing services.
Domain
Financial markets infrastructure / Quantitative risk
Deliverable
production ML models | product features
Required skills
Java 21, Spring, REST, stress testing, Value-at-Risk (VaR) modeling, counterparty risk calculation, software development lifecycle, performance optimization
Preferred skills
EMIR regulation knowledge, risk library maintenance, UAT prototyping
Technologies
Java 21, Spring, REST
Responsibilities
Design and development of backend engine for Risk IT and clearing; Implement margin algorithms and pricing models; Maintain and support existing risk libraries and simulators; Gather business requirements and agree on solutions with IT and business teams; Provide 3rd line support for Risk Applications; Analyze and implement performance improvements to risk models.
Seniority
Senior, hands-on IC
