At Quantifi, we’re building advanced risk, trading, and analytics software used by some of the world’s largest and most sophisticated financial institutions – from global investment banks to leading asset managers and commodities firms.

Our development team sits at the heart of this mission, applying up-to-date technologies to solve complex problems in financial derivatives, risk management, and pricing. We value clean architecture, performance, scalability, and developer excellence.

We are looking for a Sr. Quant Developer to join our Sydney engineering team. This role is for someone who understands derivative pricing and risk, can work effectively with front-office users, and enjoys building production-quality software in a large, mature codebase.

The successful candidate will work primarily in C#/.NET on Quantifi’s pricing, risk, and analytics platform. The role sits at the intersection of software engineering, quantitative finance, and real-world trading workflows, requiring close collaboration with Quantitative Research, Product, QA, Professional Services, and other engineering teams.

Responsibilities:

- Design, build, test, and maintain production-quality quantitative software using C#/.NET.
- Develop and enhance pricing, risk, analytics, and portfolio management functionality across major asset classes.
- Contribute to the modernization and evolution of a mature, business-critical codebase.
- Work closely with Quantitative Research, Product, QA, Professional Services, and Engineering teams to deliver robust solutions.
- Actively participate in code reviews and contribute to improving code quality and development standards.




- Troubleshoot and resolve complex technical issues in production environments.
- Contribute to performance optimization and system scalability.
- Support continuous improvement of development workflows, tooling, and CI/CD processes.

Required Qualifications and Skills:
- Bachelor’s degree in Computer Science, Mathematics, Engineering, Physics, Finance, or another STEM discipline, or equivalent practical experience.
- 3+ years of hands‑on experience developing with C#/.NET in production environments.
- Prior experience in Financial Derivatives Pricing and Risk Management
- Solid understanding of derivative pricing concepts, risk measures, and capital markets workflows.
- Experience in relational databases and SQL.
- Experience working on complex, distributed, or high-performance systems.
- Strong debugging and problem‑solving skills.
- Ability to work independently while contributing effectively to a team.
- Effective communication skills and a collaborative mindset.

Nice to have:
- Experience with cloud native technologies
- Experience working with front-office, risk, trading, or capital markets systems.
- Familiarity with Git and CI/CD pipelines.
- Experience optimizing performance in large, complex codebases.

What we offer:
- Work on mission‑critical technology powering financial decision‑making at global firms.
- Collaborate in a flat, agile, and technically‑driven environment.
- Contribute to a mature, business‑critical platform while helping shape future technology initiatives.
- Join a company that values technical excellence, innovation, and autonomy.
- Work closely with experienced engineers, quantitative researchers, product specialists, and client‑facing teams.

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📌 Sr. Quant Developer (Sydney)
🏢 Quantifi
📍 Sydney