Quantitative Developer, Delta One Trading

Quant Blueprint LLC; Dubai; On-site; AED 293,793 - 440,690; Full time

Job summary

Quant Blueprint LLC is looking for a talented Quantitative Developer to join their Delta One Trading team in Dubai. The role requires developing and maintaining a centralized library for valuation and risk calculations, supporting traders and portfolio managers.

Ideal candidates will have over 3 years of relevant experience, strong Python skills, and the ability to work closely with risk teams. Excellent communication skills and experience in production environments are essential for success.

Qualifications

• 3+ years of relevant experience in quantitative development.
• Experience working with traders and portfolio managers.
• Strong ownership experience with a track record of delivering results.

Responsibilities

• Support portfolio managers and traders in developing valuation and risk calculations.
• Develop and maintain a centralized library for calculations.
• Work on pricing toolkits and dividend futures.

Skills

Strong Python skills

Excellent communication skills

Experience with production environments

Risk or equity derivatives knowledge

Job description

The Role

We are seeking highly qualified and a talented Quantitative Developer to support a brand-new Delta One Trading team.

What you'll do

The Quantitative Developer will support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations.

• Forward and Rolls pricing toolkit and dividend futures, TRFs across regions
• Dividend curves
• Repo/borrow/funding spread curves
• Interconnectivity of a-b-c with risk engines and valuation models

What you’ll bring

What you need:

• 3+ years of relevant experience
• Strong Python skills
• Experience with risk or equity derivatives
• Experience working with quantitative risk members, traders, and portfolio managers
• Excellent communication skills, both written and verbal
• Experience with production environments
• Strong ownership experience and a track record of delivering results
• Strong track record delivering short and long term projects to senior stakeholders