OTC Quant Developer

Selby Jennings; Singapore; Vor Ort; SGD 180.000 - 240.000; Vollzeit

Zusammenfassung

Selby Jennings is seeking a Rust OTC Quantitative Developer to join our Singapore team. You will collaborate with traders and quantitative researchers to build production systems for options and OTC derivatives, covering pricing, risk, quoting, trade booking, and position management within the firm’s trading platform.

You will work closely with traders and researchers to implement robust pricing/risk logic and deliver features end-to-end in a production trading environment.

Qualifikationen

• Minimum 4 years in software engineering or quantitative development.
• Strong production Rust experience for trading systems.
• Experience with options or OTC derivatives.
• Experience with pricing, risk, volatility, Greeks, quoting, RFQ, and trade booking.
• Experience in a production trading environment.
• Strong software engineering and stakeholder-management skills.

Aufgaben

• Build and maintain production trading systems in Rust.
• Implement options and derivatives pricing and risk logic.
• Develop systems supporting quoting, RFQ, booking and position management.
• Integrate quantitative models into reliable production applications.
• Work directly with traders and quantitative researchers.
• Own features through design, development, testing, deployment and production support.

Kenntnisse

Rust

Quantitative development

Pricing & risk logic

RFQ & trade booking

Stakeholder management

Tools

C++

Python

Jobbeschreibung

A global institutional digital asset trading firm is looking for a Rust OTC Quantitative Developer to join its Singapore team.

You will work closely with traders and quantitative researchers to develop production systems supporting options and OTC derivatives trading. The position covers pricing and risk implementation, quote generation, trade booking, position management and the continued development of the firm's trading platform.

Responsibilities

Rust OTC Quantitative Developer

Location: Singapore
Employment Type: Permanent

A global institutional digital asset trading firm is looking for a Rust OTC Quantitative Developer to join its Singapore team.

You will work closely with traders and quantitative researchers to develop production systems supporting options and OTC derivatives trading. The position covers pricing and risk implementation, quote generation, trade booking, position management and the continued development of the firm's trading platform.

Responsibilities

• Build and maintain production trading systems in Rust.
• Implement options and derivatives pricing and risk logic.
• Develop systems supporting quoting, RFQ, booking and position management.
• Integrate quantitative models into reliable production applications.
• Work directly with traders and quantitative researchers.
• Own features through design, development, testing, deployment and production support.

Requirements

• At least 4 years of relevant professional software engineering or quantitative development experience.
• Strong professional experience developing production systems in Rust.
• Direct experience with options or OTC derivatives systems.
• Experience in pricing, risk, volatility, Greeks, quoting, RFQ, trade booking or position management.
• Experience working within a production trading environment.
• Strong software-engineering and stakeholder-management skills.

Preferred

• Experience with an options market maker, OTC desk, proprietary trading firm, hedge fund, bank derivatives desk or institutional digital asset trading firm.
• Knowledge of options pricing and derivatives risk.
• Additional experience with C++ or Python.

Applications will be considered based on relevant skills, experience and ability to perform the role.