Description

Description
The Quantitative Developer may be responsible for but is not limited to;

• Design and implement financial models for pricing, trading strategies, risk management, and portfolio optimization.
• Develop and refine stochastic models, Monte Carlo simulations, time series forecasting, and machine learning models.
• Ensure models are computationally efficient and scalable for real-time execution
• Develop high-performance, low-latency trading and risk management applications.
• Implement automated trading strategies and quantitative analytics.
• Optimize and refactor existing code for performance and scalability.
• Process and analyze large financial datasets (market data, historical prices, alternative data).
• Conduct backtesting and stress testing of trading models to ensure robustness.
• Work with structured and unstructured data to enhance predictive models.
• Ensure models comply with Basel III, MiFID II, SEC, and other financial regulations.
• Develop and implement risk analytics and scenario testing frameworks.
• Work closely with risk and compliance teams to ensure best practices.
• Work closely with quantitative analysts, traders, risk managers, and software engineers.
• Translate mathematical models into scalable, production-ready code.
• Document code, model assumptions, and testing procedures for transparency and auditability.
• Strong programming skills in Python, C++, Java, or C#.
• Experience with numerical computing libraries (NumPy, Pandas, SciPy) and machine learning frameworks (TensorFlow, PyTorch).
• Proficiency in SQL and NoSQL databases for financial data management.
• Familiarity with high-frequency trading (HFT), algorithmic trading, and low-latency systems.
• Experience with cloud computing, distributed computing, and parallel processing (AWS, Azure, Hadoop, Spark).
• Strong background in probability, statistics, stochastic calculus, and time series analysis.
• Experience with option pricing models, portfolio optimization, and risk modeling.
• Knowledge of financial instruments such as derivatives, fixed income, and equities.
• Ability to work in a fast-paced, high-pressure financial environment.
• Strong communication skills to collaborate with both technical and non-technical teams.
• Experience in hedge funds, investment banks, fintech, or proprietary trading firms is preferred.
• Bachelor's, Master's, or PhD in Computer Science, Mathematics, Physics, Engineering, Financial Engineering, or a related field.
• Certifications (Preferred): CFA, FRM, CQF (Certificate in Quantitative Finance).

** Please include any certifications, industry knowledge and experience as well as any technologies that you have worked with.


These candidates must meet the following requirements for the Quantitative Developer.
Must have (2)
Quantitative Developer
Quantitative Methodologies
Nice to have (11)
Risk Management
Financial Modeling
Monte Carlo
Backtesting
Basel III
Python
C#
NoSQL
High-Frequency Trading (HFT)
NumPy
Low-latency Systems

Key Skills

Education

Any Graduate