Quantitative Developer (Fintech)
United States - Remote
R
USD 142K-215K (estimate) Mid-level Full Time
Tasks
- Build backtesting and simulation infrastructure
- Build market data ingestion and normalization pipelines
- Design low latency trading and pricing systems
- Develop derivatives pricing libraries
- Ensure system observability with logging metrics and audit trails
- Implement risk engines and stress testing tools
- Lead incident response for trading critical issues
- Maintain technical documentation and runbooks
- Mentor junior engineers
- Profile and optimize code for latency and throughput
- Translate quantitative models to production code
Perks/Benefits
- N/A
Skills/Tech-stack
Audit trails | Backtesting | C++ | Concurrency | Derivatives pricing | FIX Protocol | High Performance | High-Performance Computing | Java | KDB | Logging | Loss Attribution | Low Latency | Low-Latency Systems | Market Data | Metrics | Performance Computing | Performance Tuning | Profiling | Profit and Loss | Profit and Loss Attribution | Python | QuantLib | Regulatory Compliance | Risk Management | Scenario Analysis | Simulation | Stress Testing
Education
Roles
Developer | Engineer | Quantitative Developer | Software Engineer
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