Front Office Quantitative Developer
RemoteUnited States
Job Summary
Design, build, and support trading, structuring, and sales tools for the Global Equity business, delivering flexible, high-performance applications for client-facing groups spanning risk, analytics, price discovery, and hedging. Implement real-time volatility analytics flows and build pricing tools used directly by traders and structurers. Develop a corporate actions adjustment framework and integrate applications with central back-end infrastructure for containerization, messaging, and deployment. Interface directly with front-office stakeholders to gather requirements and validate solutions while troubleshooting production issues in live trading environments. Ensure all applications meet performance, reliability, and scalability standards.
Required Qualifications
- Degree in Mathematics, Physics, Computer Science, Engineering, or an equivalent quantitative discipline
- Solid background in equity derivatives, financial markets, and trading environments
- Strong hands-on experience with object-oriented languages such as Python, C#, or C++ (Python and C# preferred)
- Proven experience developing distributed applications and multi-threaded systems
- Strong working knowledge of design patterns and SOLID principles
- Practical experience with CI/CD processes and version control tools
- Experience with service-oriented architecture and messaging-based systems
- Experience integrating applications with back-end infrastructure for containerization, databases, and deployment
- Demonstrated ability to build and maintain high-performance, low-latency applications
- Experience working directly with front-office stakeholders such as traders and sales desks
- Strong communicator, able to translate front-office requirements into clear technical solutions
- Comfortable engaging directly with traders and sales in a fast-paced, deadline-driven environment
- Analytical and detail-oriented, with strong problem-solving skills under pressure
- Collaborative team player able to work effectively across quant, engineering, and trading functions
- Proactive and self-driven, with a strong sense of ownership from design through production support
- Adaptable to shifting priorities within a dynamic trading environment
Desired Qualifications
- Experience with volatility modeling or derivatives pricing libraries
- Familiarity with cloud-native deployment and container orchestration (e.g., Kubernetes, Docker)
- Exposure to messaging technologies such as Kafka, Solace, or similar
- Experience with real-time data visualization frameworks
- Prior experience within an investment bank or financial markets technology environment
- Familiarity with corporate actions processing and reference data
- Knowledge of additional programming languages (e.g., Java, R)
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