09 Nov
|
CareCone Group
|
Sydney
09 Nov
CareCone Group
Sydney
An experienced Quant Developer to support development and enhancement of clearing, margin and risk-management solutions across derivatives and fixed-income products. The role will work closely with
Quant
, Risk, Data Platform and Engineering teams to implement and validate
quant
itative models and production solutions.
Job Title : Quant Developer
Location : Sydney
Mode: Permanent
An experienced Quant Developer to support development and enhancement of clearing, margin and risk-management solutions across derivatives and fixed-income products. The role will work closely with
Quant
, Risk, Data Platform and Engineering teams to implement and validate
quant
itative models and production solutions.
Key Responsibilities
- Develop and enhance
quant
itative solutions supporting margin, risk and clearing platforms.
- Implement and validate risk scenarios, pricing and margin calculations for products including options, futures, bonds and repo.
- Support scenario execution,
quant
itative analysis and investigation of calculation or data issues.
- Develop automated data quality checks and controls for risk and trade data.
- Contribute to CRP enhancements, testing, release activities and production readiness.
- Work with engineering teams on GitLab migration, branching strategies, CI/CD and environment improvements.
- Collaborate with
Quant
, Risk, Data and Business stakeholders to translate requirements into robust technical solutions.
Key Skills
- Strong
quant
itative development experience with Python and/or C++.
- Good understanding of derivatives pricing, risk, margining and scenario analysis.
- Experience with ETD futures/options, fixed income, bonds or repo is highly desirable.
- Robust SQL and experience working with large financial datasets.
- Experience with Git/GitLab, automated testing and CI/CD.
- Strong analytical, debugging and problem-solving skills.
- Experience within financial markets, clearing, exchange or investment banking environments preferred.
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📌 Quant Developer (Sydney)
🏢 CareCone Group
📍 Sydney