Senior Risk Quantitative Developer

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.