Overview
We are seeking a Senior C# Quantitative Risk Developer to join a dynamic Capital Markets Technology team, focusing on leveraging cutting-edge technology to optimize pricing, risk management, and liquidity strategies for real-time trading. The successful candidate will work closely with quantitative analysts, traders, and other technologists to transform complex financial models into high-performance systems, ensuring innovation and stability in capital markets technology.
Responsibilities
- Develop and optimize components of the pricing, risk and valuations infrastructure.
- Translate complex financial models into high-performance, production-ready systems.
- Collaborate with quantitative analysts and traders on system requirements and design.
- Ensure the reliability and scalability of applications in a high-pressure trading environment.
- Utilize SQL Server, MongoDB, and Git for database management and version control.
- Contribute to the bank's trading strategies and platform evolution through innovative technology solutions.
Requirements
- Degree in Computer Science, Engineering, Mathematics, Physics, or a related field.
- 10+ years of hands-on development experience in C# / .NET.
- Solid understanding of financial instruments, including equities, derivatives, fixed income, and FX.
- Proven experience building scalable, multi-threaded systems.
- Proficiency in SQL Server, MongoDB, and Git.
- Background in front-office environments within investment banks, hedge funds, or fintech firms.
- MSc or PhD in a quantitative discipline (preferred).
- Experience with structured products such as structured notes (preferred).