Treasury Quant Developer

ROLES AND RESPONSIBILITIES

• Develop ETL and reporting systems on Snowflake
• Develop financial calculators, such as margin calculators, in object-oriented Python
• Perform extensive data analysis in MS SQL Server and Snowflake.
• Work with multiple asset classes that involve a wide variety of derivative instruments.
• Focus on writing code with visible business impact.

KEY REQUIREMENTS

• Should have5+ yearsof experience as a Quant Developer.
• 5+ yearsof commercial experience in hands-onobject-oriented Python (knowledge of Pandas, Numpy is required, butobject-oriented is a must)
• Must have worked on REST-based microservice architecture, ideally on Fast API or Flask
• Knowledge of design patterns is desirable
• 3+ yearsof strong experience in a relevant Institutional Finance domain (market risk or pricing analytics preferred)
• Prior experience in Java / C# or C++ is highly desirable
• Should have experience in handling large volumes of financial data
• Very strong SQL and data analysis skills are essential (MSSQL or Snowflake preferred). Ideally should have worked on complex SQL reports
• Experience with Stress scenarios, VaR, Margin calculation and other market risk management concepts is a plus
• Comfortable with handling large volumes of data.
• Experience in working with web services.
• Bachelor's degree in engineering, Computer Science or related field.