Quant Developer: Risk Modeling & Automated Pricing

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

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