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12 дней назад

Quantitative Developer, Risk Technology (Fintech)

Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
Singapore/China
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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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

hirify.global 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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