Development Lead - Quant Risk

Alan Partners; Singapore; On-site; SGD 100,000 - 150,000; Full time

Job summary

A financial consulting firm in Singapore is seeking a skilled Development Lead to drive the migration of their risk calculation platforms. The ideal candidate will possess extensive experience in quant trading and programming in C++ or C# (.NET Core). Key responsibilities include the architecture and design of high-performance solutions and collaboration with a dedicated development team to enhance system capabilities.

Qualifications

• Over 5 years of experience in front-office systems focused on quant trading.
• Hands-on development experience in C++ or C# (.NET Core).
• Deep understanding of pricing engines and risk calculation.

Responsibilities

• Architect, design, and implement solutions for risk calculation platforms.
• Collaborate with development teams to ensure successful platform implementation.
• Optimize system performance for both batch and real-time platforms.

Skills

C++ or C# (.NET Core)

Quant trading knowledge

Server-side development

Market data APIs

Batch processing

Real-time systems

Windows and Linux environments

Tools

Tick databases

NoSQL databases

Relational databases

Job description

About the job Development Lead - Quant Risk

We are seeking a highly skilled and motivated Development Lead with extensive experience in quant trading, particularly in the area of risk calculation platforms. This role requires a hands-on leader who can take the initiative to migrate a legacy platform to a cutting-edge, real-time system. The ideal candidate will spend the majority of their time focused on architecture and design while collaborating closely with the team on implementation.

Key Responsibilities:

• Architect, design, and implement solutions that meet the needs of a high-performance, real-time risk calculation platform.
• Work closely with the development team to ensure the successful implementation of the platform.
• Design and develop applications that interface with tick databases, NoSQL, and relational databases.
• Utilize strong domain knowledge in quant trading, with a focus on the integration between pricing engines, risk calculation, and quant analytics.
• Ensure robust server-side development, particularly in the context of market data APIs.
• Work on both batch processing and real-time risk platforms to optimize system performance.
• Collaborate across both Windows and Linux environments to deliver high-quality solutions.

Qualifications and Requirements:

• Over 5 years of recent experience in front-office systems focused on quant trading, with more than 8 years of financial industry experience
• Hands-on experience in C++ or C# (.NET Core) development.
• Strong domain knowledge in quant trading, including a deep understanding of pricing engines, risk calculation, and quant analytics.
• Proven experience in both batch processing and real-time risk platforms.
• Demonstrated expertise in architecture and design within the quant trading domain.
• Experience in designing and developing applications around tick databases, NoSQL, and relational databases.
• Proficiency in working with market data APIs.
• Experience in both Windows and Linux environments.
• Prior experience in buy-side firms is highly desirable.