Job Description
The
Quantitative Developer
plays a key role in building and optimizing financial models, trading strategies, and risk management solutions. This position requires expertise in programming, algorithmic trading, data analysis, and quantitative finance. The ideal candidate will work closely with traders, quantitative analysts, and risk managers to develop scalable, high-performance systems for financial markets.
Key Responsibilities
Financial Model Development
– Design and implement financial models for pricing, trading strategies, portfolio optimization, and risk management.
Quantitative Analysis
– Develop and refine stochastic models, Monte Carlo simulations, time series forecasting, and machine learning-based models.
High-Performance Computing
– Build and optimize low-latency, real-time trading and risk management applications.
Algorithmic Trading
– Implement and optimize automated trading strategies and quantitative analytics.
Data Processing & Analysis
– Handle large financial datasets, including market data, historical prices, and alternative data sources.
Backtesting & Stress Testing
– Validate trading models for robustness and ensure strategies perform under various market conditions.
Regulatory Compliance
– Ensure models and trading strategies align with Basel III, MiFID II, SEC, and other financial regulations.
Risk Analytics & Scenario Testing
– Develop frameworks for risk assessment and scenario analysis.
Code Optimization
– Refactor and enhance existing code to improve performance, scalability, and efficiency.
Cross-Team Collaboration
– Work closely with quantitative analysts, traders, risk managers, and software engineers to align business and technology objectives.
Documentation & Transparency
– Maintain detailed documentation of code, model assumptions, and testing procedures for auditability.
Key Skills & Expertise
Technical Proficiency
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 managing financial data.
Knowledge of
cloud computing, distributed computing, and parallel processing
(AWS, Azure, Hadoop, Spark).
Experience with
high-frequency trading (HFT), low-latency systems, and algorithmic trading .
Strong background in
probability, statistics, stochastic calculus, and time series analysis .
Experience with
option pricing models, portfolio optimization, and risk modeling .
Deep understanding of
financial instruments , including derivatives, fixed income, and equities.
Soft Skills & Industry Experience
Ability to work in a
fast-paced, high-pressure
financial environment.
Strong
communication and collaboration
skills to work with both technical and non-technical teams.
Experience in
hedge funds, investment banks, fintech, or proprietary trading firms
preferred.
Education & Certifications
Bachelor’s, Master’s, or PhD
in
Computer Science, Mathematics, Physics, Engineering, Financial Engineering, or a related field .
Preferred Certifications : CFA, FRM, CQF (Certificate in Quantitative Finance).
Skills Summary
Must-Have:
Quantitative Development & Methodologies
Python
NoSQL Databases
Financial Modeling & Risk Management
Nice to Have:
Monte Carlo Simulations & Backtesting
Basel III Compliance
C#
NumPy & Advanced Data Analysis
Even if you don’t fully meet every requirement, we will still be open to review your application. We value diverse expertise and perspectives that drive innovation.
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