Quant Developer

Position Overview

We are seeking an experienced Quant Developer to join our team in Sydney, focusing on building and refining clearing, margin, and risk management solutions for derivatives and fixed-income instruments. This permanent role involves close collaboration with Quantitative Analysts, Risk Management, Data Platform, and Engineering teams to implement and validate quantitative models and production tools.

Key Responsibilities

• Create and improve quantitative solutions that underpin margin, risk, and clearing systems.
• Develop, validate, and apply risk scenarios, price calculations, and margin computations for financial products such as options, futures, bonds, and repos.
• Support the execution of risk scenarios and conduct thorough quantitative analysis to identify and resolve calculation and data discrepancies.
• Build and maintain automated quality assurance controls for risk and trade data integrity.
• Participate in CRP system upgrades, testing, software release cycles, and ensuring production readiness.
• Assist engineering teams with the transition to GitLab, managing branching methodologies, continuous integration and deployment (CI/CD), and enhancing operational environments.
• Engage with Quantitative, Risk, Data, and Business stakeholders translating complex requirements into dependable technical applications.

Required Skills and Experience

• Proven quantitative development expertise primarily using Python and/or C++.
• Solid understanding of derivatives pricing, risk assessment, margin calculations, and scenario analyses.
• Experience with exchange-traded derivatives including futures and options, and exposure to fixed income, bonds, or repo markets is strongly preferred.
• Proficiency in SQL and handling extensive financial datasets.
• Familiarity with version control via Git/GitLab, automated testing frameworks, and CI/CD pipelines.
• Excellent analytical capabilities, with refined debugging and problem-solving skills.
• Background in financial markets, clearing houses, exchanges, or investment banking contexts is advantageous.

Additional Information

The position is based onsite in Sydney, New South Wales. Interested individuals should submit their updated resume to the contact provided. This role is a full-time, permanent opportunity.