The primary objective is to help build and evolve a Risk-as-a-Service framework by packaging market data and risk analytics into scalable services
Job Summary
The primary objective is to help build and evolve a Risk-as-a-Service framework by packaging market data and risk analytics into scalable services.
Engineers will collaborate with financial engineers and quants to translate quantitative methodologies into reliable production systems using Python and C++.
The role values ownership, clarity of thinking, and thoughtful execution while embracing modern development practices including the responsible use of generative AI.
Matching Summary
The primary objective is to help build and evolve a Risk-as-a-Service framework by packaging market data and risk analytics into scalable services.
Salary
Not specified; Not specified; Not specified
Skills & Requirements
Must-have
Proficiency in Python programming
Experience with C++ or Rust languages
Strong understanding of financial derivatives
Knowledge of risk management concepts
Ability to productionize quantitative models
Experience with automated testing practices
Nice-to-have
Willingness to leverage generative AI tools
Mentoring junior team members
Collaboration with quantitative researchers
Experience with market data ingestion
Proactive problem-solving mindset
Key Requirements
5+ years of experience in quantitative development
Degree in Financial Engineering, Computer Science, Mathematics, Physics, or related field
CFA, FRM, or advanced quantitative degree preferred