10 Nov
|
CareCone Group
|
Sydney
10 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.
Strong SQL and experience working with large financial datasets.
Experience with
Git/GitLab, automated testing and CI/CD .
Solid 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