Company Insight:
A more under-the-radar, yet nonetheless ambitious fund, is seeking a Quantitative Developer to spearhead the build-out of their pricing infrastructure. The firm focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.
They foster a collaborative and innovative environment where technology and finance intersect. This role offers the opportunity to partner with the CTO, in a dynamic setting focused on developing cutting-edge solutions. This opportunity will provide complete ownership over the project and the ability to have a significant impact on the entire business.
Your Role:
- Architect and build an extensible pricing/valuation framework from scratch.
- Optimize Java codebase to handle massive data throughput with low latency.
- Collaborate with quant teams to integrate models that drive pricing and risk calculations.
- Oversee the framework’s implementation, extending it to support internal and external pricing models.
- Develop scalable, microservices-based solutions that handle cross-asset data and trading strategies.
- Leverage cloud technologies to scale infrastructure, ensuring efficient processing power and availability.
- Mentor junior developers.
About You:
- Experience and substantial knowledge of building pricing/hedging/risk systems.
- Extensive experience using Core Java, databases – JDBC, ORMs & SQL, caches (Hazlecast or equivalent), distributed systems and Pub-sub/MOM.
- Experience working with pub/sub environments (AWS SQS/SNS).
- CI/CD knowledge.
- Has experience in using unit tests and profiling tools.
Pre-Application:
- Please do not apply if you're looking for a contract or remote work.
- You must be eligible to live and work in the US, without requiring sponsorship.
- Please ensure you meet the required experience section prior to applying.
- Allow 1-5 working days for a response to any job enquiry.
- Your application is subject to our privacy policy, found here: https://www.thurnpartners.com/privacy-policy
