Risk Quantification

Risk Quantification Developer Jobs

4 jobs found

19d ago

C++ Quant Developer

BMO Financial New York, NY

New York, NY

19d ago

$260k - $260k/yr Full time Python Algorithmic Trading C++

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Job Description

Based in New York City with on-site work, BMO Financial Markets seeks a skilled C++ Quant Developer to help build and optimize a high-performance quantitative trading system. The role centers on Fixed Income electronic and quantitative trading, including automated quoting, execution, and risk management, with close collaboration between traders and quants to extend core frameworks and the quant library.

Responsibilities

Work on automated quoting, execution and risk management within the Fixed Income electronic and quantitative trading platform.
Contribute to the foundational frameworks and the quant library.
Collaborate with traders and quants on complex engineering problems.

Requirements

2+ years of experience developing high-performance software in C++
Experience working on trading systems
Experience working with Linux
A degree in a technical or quantitative field

Technologies

C++
Linux
Python

Benefits

Health insurance
Tuition reimbursement
Accident and life insurance
Retirement savings plans
Performance-based incentives
Discretionary bonuses

Qualifications

2+ years of experience developing high-performance software in C++
Experience working on trading systems
Experience working with Linux
A degree in a technical or quantitative field

NICE TO HAVES

Knowledge of Rates pricing and risk
Experience building or working with quant libraries
Understanding of network fundamentals and transactional technologies
Python

Salary

Base salary for this role at VP level is $260,000 USD per year.

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22d ago

Quantitative Developer - Securitized Products

Clearwater Analytics, LLC New York, NY 🇺🇸 Remote

New York, NY

22d ago

$156k - $211k/yr Full time Python Capital Markets CMBS

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Job Description

Clearwater Analytics, LLC invites applications for a Quantitative Developer focused on securitized products within the Quant team. The role encompasses building pricing libraries, valuation and risk analytics, and cash flow modeling for ABS, CLO, MBS, and CMBS, progressing from model development to production deployment with client interaction. Collaboration with cross-functional teams will enhance the platform's structured products capabilities. This position is based in New York, NY with remote work options.

Responsibilities

Develop and maintain pricing libraries and analytical models for securitized products including ABS, CLO, MBS, CMBS, and other structured credit instruments
Build, extend, and maintain frameworks within the platform supporting securitized product lifecycle management, including cash flow generation, prepayment modeling, credit enhancement structures, and tranche-level analytics
Implement and maintain risk analytics covering interest rate sensitivities (DV01, duration, convexity), spread risk, scenario analysis, and stress testing across structured product portfolios
Design and develop models for prepayment, default, and loss severity - calibrated to market conventions and client-specific requirements
Identify and advocate for new models and design patterns necessary for the continuous improvement of an evolving infrastructure to support all clients
Produce high-quality documentation targeting both technical and non-technical audiences, supporting and expanding engineering solutions

Requirements

1–3 years of experience in quantitative development with a focus on securitized or structured products
Strong understanding of structured product mechanics - deal structures, waterfall logic, cash flow prioritization, credit enhancement, and tranche-level risk
Familiarity with prepayment models (for example PSA, CPR) and credit risk frameworks applicable to ABS, MBS, CMBS, and CLO structures
Experience developing production-quality code, preferably in Python, with a strong software engineering foundation
Strong problem-solving and communication skills - ability to convey technical topics clearly to both technical and non-technical audiences

Technologies

Python

Benefits

Business casual atmosphere in a flexible working environment
Team-focused culture that promotes innovation and ownership
Access to cutting-edge investment reporting technology and expertise
Defined and undefined career pathways allowing you to grow your own way
Competitive medical, dental, vision, and life insurance benefits
Maternity and paternity leave
Personal Time Off and Volunteer Time Off to give back to the community
RSUs as well as employee stock purchase plan and 401K with match
Work from anywhere 3 weeks out of the year
Work from home Fridays

Location

New York, NY with remote work options

Salary

USD 156,400 - 210,841 per year

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1mo ago

Quantitative Developer

Holistic Partners Inc Jersey City, NJ

Jersey City, NJ

1mo ago Closed

$135k - $145k/yr Full time Backend Developer Python APIs

This position is no longer accepting applications (closed Aug 12, 2026).

Job Description

Holistic Partners Inc is seeking a Quantitative Developer to contribute to an enterprise risk platform that blends quantitative modeling with software engineering. The role centers on Python-based modeling, scenario generation, and analytics for Treasury and Market Risk, with a long-term, full-time engagement and a hybrid work arrangement between Jersey City, NJ and New York, accompanied by a salary between USD 135,000 and 145,000 per year.

Responsibilities

Develop and implement Python-based solutions for balance sheet projections, interest rate risk, liquidity analytics, and scenario-driven stress testing.
Support regulatory scenarios such as CCAR and SCB, liquidity stress tests, and ad hoc what-if analyses for Treasury and risk stakeholders.
Build tools for scenario transformations, sensitivity calculations, curve construction, and quantitative stress analytics.
Design and maintain high-performance Python modules that form the computational core of the scenario analysis framework.
Apply Pandas, NumPy, and other quantitative libraries to processing and analysis tasks.
Work with large datasets using SQL to integrate financial, balance sheet, and market inputs.
Collaborate on REST API development that interfaces with scenario engines, model layers, and user applications.
Partner with UI developers to support React-based dashboards that present scenario results, visualizations, and analytics to business users.

Requirements

Strong proficiency in Python.
Analytical thinking with a financial or risk-oriented background.
Experience with Pandas, NumPy, and other quantitative libraries.
Experience working with SQL.
Experience building or consuming REST APIs.
Experience collaborating on React-based dashboards.

Technologies

Python
Pandas
NumPy
SQL
REST APIs
React

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1mo ago

Quantitative Developer (Fintech)

Bright Vision Technologies Remote 🇺🇸 Remote

Remote

1mo ago Closed

$100k - $150k/yr Full time Backend Developer Algorithmic Trading Data Processing

This position is no longer accepting applications (closed Jul 26, 2026).

Job Description

Bright Vision Technologies seeks a Quantitative Developer (Fintech) to design and build low-latency trading, pricing, and risk systems in collaboration with quants and traders, 100% remote, full-time W2.

Responsibilities

Craft low-latency trading, pricing, and risk platforms using C++, Java, or Python
Convert prototype models from Python or MATLAB into production-grade implementations
Develop reliable market data ingestion and normalization pipelines for high-volume tick data
Create pricing libraries for derivatives and structured products with rigorous analytical benchmarking
Implement risk engines, P&L attribution, scenario analysis, and stress-testing tools used by traders, risk managers, and quants
Profile and optimize critical-path code for latency and throughput with data-driven validation
Build backtesting and simulation infrastructure for evaluating strategies against historical and synthetic data, with reproducible results
Collaborate with quants, traders, and risk officers to refine models and tooling
Implement regulatory and compliance reporting workflows when applicable, ensuring auditable, reproducible outputs
Ensure full observability of trading systems with logging, metrics, and audit trails
Lead incident response for trading-critical issues with calm, rigorous handling
Maintain up-to-date technical documentation, including architecture, decisions, configuration references, runbooks, and procedures
Mentor junior engineers and contribute to the team engineering culture

Requirements

Bachelor’s or Master’s degree in Computer Science, Mathematics, Physics, or a related quantitative discipline
Six or more years of software engineering experience with substantial fintech exposure
Strong programming skills in C++, Java, or Python, with preference for multi-language experience
Solid grounding in financial markets, instruments, and fundamental quantitative methods
Hands-on experience building low-latency, high-throughput systems
Experience with market data systems and FIX protocol implementations
Strong understanding of risk management and P&L attribution
Experience with high-performance computing patterns and concurrent programming
Excellent debugging, profiling, and performance-tuning skills
Strong communication and documentation skills

Technologies

C++, Java, Python for production-grade systems
MATLAB for model prototyping
FIX protocol and market data systems
kdb+/q for time-series analytics
QuantLib for quantitative finance libraries
GPU-accelerated pricing or risk computation
Cloud-native fintech architectures

Compensation and Location

Salary: USD 100,000 - 150,000 per year
Location: Remote
Engagement: Full-time, W2

How to apply

For immediate consideration, please send your resume to jenny@bvteck.com or contact us at (908) 505-3544. Learn more about Bright Vision Technologies at www.bvteck.com.

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Risk Quantification Developer Jobs

C++ Quant Developer

Quantitative Developer - Securitized Products

Quantitative Developer

Quantitative Developer (Fintech)

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