Quant Developer

Abaxx Exchange; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Abaxx Exchange is seeking a Quant Developer in the Risk Department to build quantitative applications and analytical tools that underpin risk management and settlement pricing. You will translate quantitative methodologies into reliable, configurable and auditable systems that support the daily operations of the clearing house.

The role collaborates with Risk, Market Operations, Clearing Operations and Technology teams to ensure accurate risk calculations, high-quality market data and robust

Qualifications

• 5+ years of Python development experience in finance.
• Strong knowledge of Python, SQL, statistics, time-series analysis, and software development practices.
• Experience with financial market data, pricing and risk analytics.
• Understanding of futures, derivatives, settlement pricing, market liquidity and contract spreads.
• Strong analytical, problem-solving and communication skills.
• Strong knowledge of AWS services and hands-on experience integrating cloud-native solutions.
• Experience with Docker and Kubernetes.
• Understanding of software security principles and vulnerability remediation.

Responsibilities

• Develop Python-based applications for risk management, settlement pricing and process automation.
• Automate risk calculations, reconciliations, monitoring and reporting.
• Build a DSP system for market-data ingestion, pricing waterfalls, validation rules, exceptions and approvals.
• Translate approved pricing methodologies into configurable and auditable system rules.
• Develop controls for stale, erroneous, illiquid or unrepresentative market data.
• Build tools for statistical analysis, backtesting, historical replay and exception monitoring.
• Maintain testing, documentation, access controls, audit trails and GitHub repositories.
• Work with Risk, Market Operations, Clearing Operations and Technology teams.
• Maintain database to support risk and pricing systems.

Skills

Python

SQL

Statistics

Time-series

AWS

Docker

Kubernetes

GitHub

Security

Education

Mathematics degree

Tools

AWS

Docker

Kubernetes

GitHub

Job description

The Quant Developer is a specialist role within the Risk Department, responsible for developing quantitative applications and analytical tools that underpin the Exchange's risk management and settlement pricing processes. Unlike a traditional software engineering role, this position focuses on implementing risk methodologies, pricing models, market datacontrolsand automation solutions that support the daily operation of the clearing house and its risk framework.

The successful candidate will work closely with risk professionals to translate quantitative methodologies into reliable,configurableand auditable systems, ensuringaccuraterisk calculations, high-quality marketdataand robust operational controls across the risk management lifecycle.

Key Responsibilities

• Develop Python-based applications for risk management, settlementpricingand process automation.
• Automate risk calculations, reconciliations,monitoringand reporting.
• Build a DSP system covering market-data ingestion, pricing waterfalls, validation rules,exceptionsand approvals.
• Translate approved pricing methodologies into configurable and auditable system rules.
• Develop controls for stale,erroneous,illiquidor unrepresentative market data.
• Build tools for statistical analysis,backtesting, historical replay and exception monitoring.
• Maintainappropriate testing, documentation, access controls, audittrailsand GitHub repositories.
• Work closely with Risk, Market Operations, Clearing Operations and Technology teams.
• Maintain database to support risk and pricing system

Requirements

• Degree in Mathematics, Applied Mathematics, Statistics, Financial Engineering, Computer Science, Physics,Engineeringor a related quantitative discipline. A Mathematics degree is preferred.
• 5+years of professional Python development experiencerequired, preferably within a financial institution, exchange, clearing house, tradingfirmor fintech company.
• Strong knowledge of Python, SQL, statistics, time-seriesanalysisand software-development practices.
• Experience with financial market data, pricing, riskanalyticsor quantitative systems.
• Understanding of futures, derivatives, settlement pricing, marketliquidityand contract spreads would beadvantageousand can be developed on the job.
• Strong analytical, problem-solving and communication skills.
• Strong knowledge of AWS services and hands-on experience integrating cloud-native solutions.
• Experience with containerization technologies (e.g., Docker) and orchestration platforms such as Kubernetes (K8s).
• Understanding of software security principles, including identification and remediation of vulnerabilities. Experience with vulnerability scanning tools, dependency management (e.g.,npm/pnpmaudit), and applying patches or mitigations