Senior Risk Quantitative Developer
Build and operate quantitative risk models, pricing tools, and real-time monitoring systems for futures trading while supporting live trading and applying AI techniques. The role requires 5+ years of quantitative, risk, or trading-systems experience, advanced Python skills, and strong futures-market knowledge.
About the job
Responsibilities
- Design, develop, and maintain quantitative risk models, pricing libraries, and margin replication tools for futures markets.
- Prototype and implement AI-driven techniques for predictive risk modeling, anomaly detection, and automated trading surveillance.
- Provide real-time, first-line support and monitoring for live trading activity; identify and escalate risk exposures, breaches, and system anomalies.
- Build, optimize, and scale real-time risk monitoring tools, dashboards, and automated alerting systems.
- Analyze trading behavior and market movements to assess risk implications and refine model parameters.
- Partner with traders, operations, and engineering teams to align risk systems with trading strategies.
- Mentor junior team members and guide risk-technology architecture decisions.
- Lead post-trade reviews and risk incident analysis; implement systemic fixes.
Requirements
- Proven experience building and deploying quantitative risk models, including VaR, stress testing, and scenario analysis, in production.
- Practical experience with machine learning, data science, or AI modeling techniques.
- Advanced Python proficiency and strong software engineering practices.
- Knowledge of data structures and database management, including SQL/NoSQL.
- 5+ years of experience in quantitative development, risk modeling, or trading systems within a proprietary trading firm, hedge fund, or investment bank.
- Deep practical understanding of futures markets, exchange mechanics, and trading lifecycles.
- Ability to troubleshoot systems and make sound judgments in a fast-moving live trading environment.
- Strong communication skills for translating quantitative concepts and risk concerns to technical and non-technical stakeholders.
- Willingness to provide coverage during Asian market hours, including early mornings or overnight shifts.
Preferred Qualifications
- Advanced degree (master’s or PhD) in financial engineering, mathematics, physics, computer science, or an equivalent quantitative field.
- Familiarity with exchange margin methodologies such as SPAN and SPAN 2.
- Experience working in 24/5 or global trading infrastructure.
Compensation and Benefits
- Base salary range: $135,000–$175,000, plus eligibility for a performance-based bonus.
- Competitive total rewards package, including a comprehensive benefits program.
Skills
Python, Machine Learning, Data Science, Artificial Intelligence, Var, Stress Testing, Scenario Analysis, SQL, NoSQL, Futures Markets, Span, Span 2, Risk Modeling, Real-Time Monitoring, Pricing Libraries
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