Production-Grade Quant Developer (Remote Risk Engines)

FinTrust Connect, LLC.; United States; Remote; USD 96,000 - 207,000; Full time

Benefits offered by this job

Remote work in the US

Job summary

FinTrust Connect, LLC. is seeking a Quant Developer to convert research into production-grade code for pricing and risk. You will ship fast, test-driven services in Python and C++ with CI and examiner-ready documentation aligned to SR 11 7 governance.

Your work spans market and credit risk topics like ES, VaR, and xVA components, with emphasis on performance and robust governance. Remote US engagement and enterprise-grade tooling are offered.

Qualifications

• 5-10 years building production quant libraries or services in a bank or vendor.
• Strong Python and C++ data structures, multithreading, performance profiling.
• Quant methods including Monte Carlo, PDE, regression and time-series calibration.
• Market and credit risk topics such as ES and VaR under FRTB, PFE and xVA.
• Tooling experience with Git, tests, Docker, Kubernetes, Airflow, Kafka or Kinesis, REST and gRPC.
• Data handling with SQL, KDB+, Bloomberg or Refinitiv adapters; model risk awareness.

Responsibilities

• Productionize models and turn research notebooks into tested services with APIs and SLAs.
• Implement Monte Carlo and PDE pricing engines and risk measures with vectorization and GPU options.
• Build xVA components and counterparty exposure simulations with netting and collateral logic.
• Deliver FRTB ES and sensitivities engines or interfaces and support desk level reporting.
• Engineer reliable data feeds, market data loaders, and curve/surface builders.
• Create monitoring KPIs, drift checks, backtesting, and align with SR 11 7 governance.

Skills

5-10 years exp

Python

C++

Multithreading

Performance profiling

Monte Carlo

PDE

Regression

Time series

Calibration

Market risk

VaR

FRTB

xVA

CVA

DVA

FVA

PnL

Model risk

Governance

Tools

Git

Docker

Kubernetes

Airflow

Kafka

Kinesis

REST

gRPC

SQL

KDB+

Bloomberg adapters

Refinitiv adapters

Job description

FinTrust Connect, LLC. is seeking a Quant Developer to convert research into production-grade code for pricing and risk. You will ship fast, test-driven services in Python and C++ with CI and examiner-ready documentation aligned to SR 11 7 governance.

Your work spans market and credit risk topics like ES, VaR, and xVA components, with emphasis on performance and robust governance. Remote US engagement and enterprise-grade tooling are offered.