Quantitative Developer (Python)
Core
Senior Quantitative Developer building and productionizing large-scale risk engines, scenario engines, and data platforms for a global fintech firm.
Role type
Senior IC quantitative developer (risk & scenario)
Builds
Production-grade risk engines, scenario engines, and data platforms
Domain
Fintech / Risk Management
Deliverable
production ML models
Required skills
Python, large-scale system development, risk models, margin methodologies, backtesting, option pricing, volatility fitting, API development, data platforms, position aggregation, pricing logic
Preferred skills
CFA, FRM, CQF, experience in Risk/Prime/Treasury technology functions
Technologies
Python
Responsibilities
Productionize research-developed risk models for the risk engine; Improve research tools and models including backtesting, option pricing, and volatility fitting; Develop APIs providing customized analytics; Maintain and extend scenario and risk engines; Contribute to data platforms including position aggregation and pricing logic; Develop new risk models and functionality for risk and scenario engines; Develop and support position, pricing, and reference-data platforms