10 Nov
|
CareCone Group
|
Australia
10 Nov
CareCone Group
Australia
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 workplace 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 settings preferred.
J-18808-Ljbffr
📌 Quant Developer Sydney (Australia)
🏢 CareCone Group
📍 Australia