Quantitative Developer - Derivatives

Tech Stack

Responsibilities

• Design and implement high-performance numerical algorithms for pricing and risk
• Build and improve models that reflect real market behavior, balancing accuracy, stability, and latency
• Own core components of the firm’s pricing library, from models to calculation graphs to central infrastructure
• Work closely with quants and engineers to ensure models are robust, explainable, and production-ready
• Contribute across the full lifecycle: research, implementation, validation, and performance optimization

Culture

Requirements