5 дней назад
Quant Developer (FinTech)
89 000 - 112 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quant Developer (FinTech) (C++/Java/Python): Building low-latency, high-reliability trading, risk, and analytics systems for fintech applications with an accent on translating quantitative models into production-quality software, market data, and financial risk systems. Focus on performance tuning, concurrency, FIX protocol implementations, and designing reliable high-throughput systems for financial markets.
Location: 100% remote within the United States
Salary: $89,000–$112,000 annually
Company
is a technology consulting and software development company delivering cloud, AI, data, and enterprise solutions across the United States.
What you will do
- Build low-latency, high-reliability trading, risk, and analytics systems for fintech applications.
- Translate mathematical models into production-quality software in partnership with quants and traders.
- Develop and optimize high-throughput systems, market data integrations, and FIX protocol implementations.
- Apply quantitative methods, risk management practices, and P&L attribution to financial software.
- Collaborate with product, design, engineering, operations, and business stakeholders to turn ambiguous requirements into reliable solutions.
- Contribute through code and design reviews, debugging, performance tuning, and mentorship of junior engineers.
Requirements
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline.
- At least 6 years of software engineering experience, including significant fintech experience; the posting specifies 7+ years overall experience.
- Strong programming skills in C++, Java, or Python, preferably in more than one language.
- Knowledge of financial markets, instruments, quantitative methods, risk, and P&L attribution.
- Hands-on experience with low-latency systems, market data, FIX protocol, high-performance computing, concurrency, debugging, profiling, and performance tuning.
- Applicants must be authorized to work in the United States as U.S. citizens, Green Card holders, EAD holders, or H-1B transfer candidates; new H-1B visa petitions cannot be sponsored.
Nice to have
- Experience with QuantLib or other derivatives pricing libraries.
- Familiarity with kdb+/q or similar columnar tick databases.
- Experience with GPU-accelerated pricing or risk computation.
- Exposure to cloud-native fintech architectures.
- An advanced degree in a quantitative discipline.
Culture & Benefits
- Fully remote work within the United States.
- Full-time direct W-2 employment.
- Opportunity to work with cross-functional partners across product, design, engineering, operations, and business functions.
- Career growth opportunities within an established technology consulting and software development organization.
- Equal employment opportunity and a workplace free from discrimination and harassment.
Hiring process
- Submit a resume for consideration.
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