Quantitative Developer

About the Role

This contract role sits inside a financial services organization and focuses on building and maintaining the quantitative systems that drive pricing, trading, and risk management. The work spans financial model design, high-performance application development, and the translation of complex mathematics into production-ready code that can operate at scale and speed.

The right person brings a strong foundation in stochastic calculus, statistics, and numerical methods alongside hands-on experience writing efficient, low-latency code in Python, C++, Java, or C#. You are equally comfortable working through a pricing model derivation and shipping clean, well-documented production code, and you can communicate clearly with traders, risk managers, and engineers alike.

Key Responsibilities

1. Design and implement financial models covering pricing, trading strategies, risk management, and portfolio optimization
2. Develop and refine stochastic models, Monte Carlo simulations, time series forecasts, and machine learning models for production use
3. Build high-performance, low-latency trading and risk management applications, and optimize existing code for speed and scalability
4. Process and analyze large financial datasets, including market data, historical prices, and alternative data sources
5. Conduct backtesting and stress testing of trading models to validate robustness under varied market conditions
6. Implement risk analytics and scenario testing frameworks that comply with Basel III, MiFID II, SEC, and other applicable regulations
7. Translate quantitative analyst and trader requirements into scalable, auditable, production-grade code
8. Document model assumptions, code logic, and testing procedures to support transparency and regulatory review

Required Skills & Experience

• Degree in Computer Science, Mathematics, Physics, Engineering, Financial Engineering, or a closely related field (Bachelor's, Master's, or PhD)
• Strong programming skills in Python, C++, Java, or C#
• Experience with numerical computing libraries such as NumPy, Pandas, and SciPy, and machine learning frameworks such as TensorFlow or PyTorch
• Proficiency in SQL and NoSQL databases for financial data management
• Solid background in probability, statistics, stochastic calculus, and time series analysis
• Experience with option pricing models, portfolio optimization, and risk modeling
• Knowledge of financial instruments including derivatives, fixed income, and equities
• Ability to communicate clearly with both technical and non-technical stakeholders in a fast-paced environment

Preferred Skills

• Experience in hedge funds, investment banks, fintech, or proprietary trading firms
• Familiarity with high-frequency trading, algorithmic trading, and low-latency systems
• Experience with cloud and distributed computing platforms such as AWS, Azure, Hadoop, or Spark
• Knowledge of Basel III, MiFID II, or other financial regulatory frameworks
• Professional certifications such as CFA, FRM, or CQF (Certificate in Quantitative Finance)
• Please include any certifications, relevant industry experience, and specific technologies you have worked with in your submission