Quant Developer
New
United StatesContractSenior
Salary70 - 150 USD per hour
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Job Details
- Experience
- 5 to 10 years
- Required Skills
- DockerPythonKubernetesC++Risk Management
Requirements
- 5 to 10 years building production quant libraries or services in a bank or vendor
- Strong Python and C++ skills including data structures, multithreading, and performance profiling
- Quant methods expertise: Monte Carlo, PDE, regression, classification, time series, calibration
- Market and credit risk knowledge: ES and VaR under FRTB, PFE, xVA, CVA, DVA, FVA, PnL explain
- Tooling: Git, unit and integration tests, Docker, Kubernetes, Airflow, Kafka or Kinesis, REST and gRPC
- Data: SQL, KDB q or similar time series store, Bloomberg or Refinitiv adapters
- Model risk awareness and documentation skills consistent with SR 11 7 and FDIC guidance
Responsibilities
- Productionize models by turning research notebooks into tested services with APIs and SLAs
- Implement Monte Carlo and PDE pricing engines and risk measures with vectorization and optional GPU
- Build xVA components and counterparty exposure simulation with netting and collateral logic
- Deliver FRTB ES and sensitivities engines or interfaces and support desk level reporting
- Engineer reliable data feeds, market data loaders, static data, and curve and surface builders
- Create monitoring, model KPIs, drift, stability, backtesting, and challenger comparisons aligned to SR 11 7
- Write examiner grade docs covering purpose, design, assumptions, limits, tests, and change logs
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