Lead Quant Dev — Cloud-Powered Market Risk & Pricing Grid

Motion Recruitment

Jersey City (NJ)

Ibrido

USD 160.000 - 210.000

Tempo pieno

14 giorni+

Una candidatura completa in un minuto

Curriculum e lettera di presentazione personalizzati, pronti da inviare.

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Descrizione del lavoro

Motion Recruitment Partners LLC in Jersey City, NJ, seeks a Quantitative Developer (Market Risk) for a 6-month contract with strong extension potential. Hybrid work is required, with 3 days onsite per week on a global bank project.

You will architect and run a massive distributed compute grid on AWS/GCP, implementing pricing models and ensuring high availability in a high-pressure environment.

Competenze

  • A degree in Computer Science, Engineering, or a related technical field.
  • 10+ years of professional experience with large-scale compute grids.
  • Expert-level experience with AWS or GCP including batch processing, containers, and serverless.
  • Docker and Kubernetes expertise.
  • Strong programming skills in C++ and Python.
  • Experience in finance-related risk pricing (Monte Carlo, VaR, XVA) is valued.
  • Background in distributed systems, IaC, and performance tuning.
  • Excellent problem solving and cross-team communication.

Mansioni

  • Architect and manage a massive distributed compute grid on public clouds for pricing models.
  • Design orchestration to distribute millions of pricing tasks across cores.
  • Deploy and version control a library of pricing models in a distributed environment.
  • Monitor and optimize cloud grid performance, cost, and resources.
  • Collaborate with quant dev teams to integrate pricing models into production.
  • Engineer data logistics for market data, trade data, and model configurations.
  • Ensure pricing engine is highly available and meets recovery objectives.

Conoscenze

C++
Python
Cloud (AWS/GCP)
Docker
Kubernetes
Monte Carlo
VaR Pricing
Distributed systems
Performance tuning
IaC

Formazione

Bachelor's degree in CS/Engineering

Strumenti

AWS
GCP

Descrizione del lavoro

Motion Recruitment Partners LLC in Jersey City, NJ, seeks a Quantitative Developer (Market Risk) for a 6-month contract with strong extension potential. Hybrid work is required, with 3 days onsite per week on a global bank project.

You will architect and run a massive distributed compute grid on AWS/GCP, implementing pricing models and ensuring high availability in a high-pressure environment.

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