12 дней назад
Quantitative Developer, Risk Technology (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Developer, Risk Technology (Fintech): Building and operating risk platforms for position capture, exposure aggregation, real-time monitoring, data pipelines, and model delivery across a global hedge fund with an accent on low-latency services, distributed compute, and numerical correctness. Focus on productionizing VaR and stress models, optimizing performance-critical workloads, and ensuring reliable risk data across trading, finance, and portfolio management systems.
Location: Singapore or Hong Kong, China
Company
is a global hedge fund operating across multiple regions, asset classes, and markets.
What you will do
- Design, build, and operate risk calculation, exposure aggregation, limit monitoring, breach detection, and alerting services.
- Develop REST, gRPC, and streaming APIs, dashboards, and interfaces for risk managers and portfolio managers.
- Build resilient pipelines and analytical data stores for positions, trades, market data, counterparty exposures, historical risk, and stress replays.
- Productionize VaR, stress, scenario, factor exposure, sensitivity, margin, and pricing models.
- Improve reliability and performance through observability, automated recovery, profiling, caching, concurrency, and distributed compute.
- Partner with Risk, Research, Front Office, Finance, infrastructure, and enterprise technology teams while setting engineering standards and mentoring developers.
Requirements
- 8+ years of experience building and operating production systems.
- Deep expertise in Python and at least one systems language: C++, C#, Java, or Rust.
- Strong knowledge of distributed systems, concurrency, service design, API design, testing, CI/CD, observability, and infrastructure as code.
- Experience with SQL, analytical or columnar stores, time-series technologies, streaming and messaging systems, workflow orchestration, containers, Kubernetes, cloud platforms, and distributed compute.
- Experience handling large-scale data where correctness and timeliness are critical.
- Experience in a hedge fund, asset manager, investment bank, or similar institution, with familiarity with multi-asset instruments, derivatives, VaR, stress testing, sensitivities, limits, margin, and financing.
Nice to have
- Awareness of reporting requirements such as Form PF, AIFMD, EMIR, and position or short-sale disclosures.
- Advanced degree in computer science, engineering, mathematics, physics, or a related quantitative field.
Culture & Benefits
- End-to-end ownership of platforms used for daily trading and risk operations.
- Close collaboration with risk managers and portfolio managers.
- Engineering work focused on latency, scale, correctness, and modern infrastructure.
- Exposure to multiple regions, asset classes, and markets.
- Performance-based bonuses, benefits, and opportunities for growth and leadership.
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