Quant Developer

The Quant Developer is a specialist role within the Risk Department responsible for developing quantitative applications and analytical tools that underpin the Exchanges risk management and settlement pricing processes. Unlike a traditional software engineering role this position focuses on implementing risk methodologies pricing models market datacontrolsand automation solutions that support the daily operation of the clearing house and its risk framework.

The successful candidate will work closely with risk professionals to translate quantitative methodologies into reliableconfigurableand auditable systems ensuringaccuraterisk calculations high-quality marketdataand robust operational controls across the risk management lifecycle.

Key Responsibilities

• Develop Python-based applications for risk management settlementpricingand process automation.

• Automate risk calculations reconciliationsmonitoringand reporting.

• Build a DSP system covering market-data ingestion pricing waterfalls validation rulesexceptionsand approvals.

• Translate approved pricing methodologies into configurable and auditable system rules.

• Develop controls for staleerroneousilliquidor unrepresentative market data.

• Build tools for statistical analysisbacktesting historical replay and exception monitoring.

• Maintainappropriate testing documentation access controls audittrailsand GitHub repositories.

• Work closely with Risk Market Operations Clearing Operations and Technology teams.

• Maintain database to support risk and pricing system

Requirements

• Degree in Mathematics Applied Mathematics Statistics Financial Engineering Computer Science PhysicsEngineeringor a related quantitative discipline. A Mathematics degree is preferred.

• 5years of professional Python development experience preferably within a financial institution exchange clearing house tradingfirmor fintech company.

• Strong knowledge of Python SQL statistics time-seriesanalysisand software-development practices.

• Experience with financial market data pricing riskanalyticsor quantitative systems.

• Understanding of futures derivatives settlement pricing marketliquidityand contract spreads would beadvantageousand can be developed on the job.

• Strong analytical problem-solving and communication skills.

• Strong knowledge of AWS services and hands-on experience integrating cloud-native solutions.

• Experience with containerization technologies (e.g. Docker) and orchestration platforms such as Kubernetes (K8s).

• Understanding of software security principles including identification and remediation of vulnerabilities. Experience with vulnerability scanning tools dependency management (e.g.npm/pnpmaudit) and applying patches or mitigations

Required Experience:

Senior IC