Quantitative Developer (Fintech)
Tasks
- Build backtesting and simulation infrastructure
- Build pricing libraries for derivatives
- Design low-latency trading systems
- Develop risk engines and PnL attribution
- Ensure regulatory compliance reporting workflows
- Implement observability with logging metrics audit trails
- Implement scenario analysis and stress testing
- Ingest and normalize market data
- Lead incident response for trading issues
- Maintain technical documentation and runbooks
- Mentor junior engineers
- Optimize latency and throughput
- Translate quantitative models to production code
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | C++ | Cloud Computing | Concurrency | Debugging | Derivatives pricing | FIX | High Performance | High-Performance Computing | Incident Response | Java | Kdb/q | Logging | Loss Attribution | MATLAB | Market Data | Metrics | Observability | Performance Computing | Performance Tuning | Profiling | Profit & Loss | Profit Loss Attribution | Python | QuantLib | Risk Management | Scenario Analysis | Simulation | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Developer | Engineer | Quantitative Developer | Software Engineer
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