Job description
Quant Developer Product Grade -FinTrust Connect Talent Community
FinTrust Connect -United States -Remote
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As a Quant Developer you will turn research into production grade code for pricing and risk. You will ship fast and safe services in Python and C++ with clean tests and CI and deliver examiner ready documentation aligned to SR 11 7 model governance. Your work may span market risk ES and VaR, xVA engines and counterparty risk, and CECL or credit scorecards depending on client needs.
Requirements:
5 to 10 years building production quant libraries or services in a bank or vendor
Strong Python and C++ data structures multithreading performance profiling
Quant methods Monte Carlo PDE regression and classification time series calibration
Market and credit risk topics ES and VaR under FRTB, PFE, xVA CVA and DVA and FVA PnL explain
Tooling Git unit and integration tests Docker Kubernetes Airflow Kafka or Kinesis REST and gRPC
Data SQL KDB q or similar time series store Bloomberg or Refinitiv adapters
Model risk awareness documentation and monitoring and controls consistent with SR 11 7 and FDIC guidance
Responsibilities:
Productionize models turn research notebooks into tested services with APIs and SLAs
Implement Monte Carlo and PDE pricing engines and risk measures with vectorization and optional GPU
Build xVA components and counterparty exposure simulation with netting and collateral logic
Deliver FRTB ES and sensitivities engines or interfaces and support desk level reporting
Engineer reliable data feeds market data loaders static data curve and surface builders
Create monitoring model KPIs drift stability backtesting challenger comparisons aligned to SR 11 7
Write examiner grade docs purpose and design and assumptions and limits and tests and change logs per governance
Outcomes we track:
Latency 30% on core risk paths within 90 days with throughput
Test coverage 80%+ with green CI on main branch
Model monitoring live with drift alerts and stable KPIs within 60 days
First pass validation acceptance 95% zero repeat findings over 2 quarters
Compensation and terms:
Consultant pay $70 to $150 per hour based on stack depth and product coverage
Contract Remote US W2 or 1099
Multiple openings for a national bench and pod builds
How to apply:
Apply on our site FinTrust Careers
Prefer email send your resume to with subject [Apply] Quant Developer Remote US
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Keywords
Quant Developer, Python, C++, Monte Carlo, PDE, Risk Engine, VaR, Expected Shortfall, FRTB, xVA, CVA, DVA, FVA, PFE, PnL Explain, Credit Risk, Market Risk, CECL, Pricing Library, API, REST, gRPC, Docker, Kubernetes, Airflow, Kafka, Spark, KDB, q, SQL, Bloomberg, Refinitiv, Model Governance, SR 11 7, Validation, Backtesting, Benchmarking, Stability, Drift, Documentation, Examiner Ready, Remote
Originally posted on Himalayas
Who can apply
Eligible countries: United States. Accepted UTC offsets: UTC-10, UTC-9, UTC-8, UTC-7, UTC-6, UTC-5, UTC+14. Review the full description for employer-specific work authorization, residency and schedule requirements.