Quant Developer - Equities Risk Modelling

Top technology-driven prime brokerage and FinTech services firm is looking to hire an experienced Quant Developer to join its growing team in New York. The role will report to the CTO and involve working with a breadth of stakeholders. We are looking for a hands‑on senior quant developer to join the team with a primary focus on development of new risk models and functionality for the firms risk & scenario engines. In addition the role will involve development and support for the data platforms owned by the team (position, pricing, and reference data) This is a unique opportunity for someone with 10-15 years experience in the investment banking or hedge fund sectors to partake in very intellectually stimulating work in a firms who’s principles are founded on meritocracy, hard work, and rapid growth. What we’re looking for: Bachelors degree or above in Computer Science, Mathematics, or related fields 10+ years of experience in quantitative software development at top‑tier firm Experience in Risk, Prime or Treasury technology functions desirable Knowledge of risk models and margin methodologies desirable Ability to write production‑grade (robust and maintainable) Python code Excellent communication skills and ability to work collaboratively in a team environment. This is a full‑time hybrid role based in New York. Compensation is highly competitive and contingent on experience. #J-18808-Ljbffr Radley James