Senior AI-Driven Quant Risk Developer

Socket.dev; New York (NY); On-site; USD 175,000 - 200,000; Full time

Job summary

Jefferies is seeking a seasoned Quantitative Risk Developer to join the Quant Risk Development team. You will design and operate AI-powered risk workflows, validate AI outputs, and build end-to-end risk platforms in collaboration with Market Risk, Credit Risk, and RegIM.

The role requires hands-on development of agentic systems, robust data flows, and reusable Python libraries, with strong emphasis on financial risk domain knowledge and CI/CD practices.

Qualifications

• Master's degree in a quantitative field preferred; Bachelor’s considered with exceptional experience.
• At least 5 years of professional Python backend development for financial applications.
• Experience designing multi-step agentic workflows and orchestration logic beyond simple API calls.
• Experience building validation/testing pipelines for AI outputs in finance.

Responsibilities

• Design end-to-end agentic workflows enabling autonomous planning, multi-step execution, and tool use across risk and regulatory submissions.
• Own system design of AI-powered risk platforms, covering data flow, tool integration, orchestration, and deployment.
• Build and maintain validation frameworks and testing pipelines for AI-generated code and outputs in financial risk context.
• Develop LLM-powered developer tooling, including CLI-based agents and code generation/review pipelines.
• Collaborate with Market Risk, Credit Risk, and RegIM teams to translate domain requirements into robust Python solutions.
• Develop scalable Python libraries and contribute to CI/CD through testing and version control.
• Facilitate data processing, integration, and reporting pipelines for regulatory submissions and analytics.

Skills

Python

Backend development

Agentic workflows

LLM tooling

CI/CD

Cloud platforms

Education

Master's degree in Financial Engineering / CS / Math

Tools

Docker

Kubernetes

Cloud: Azure/AWS

Job description

Jefferies is seeking a seasoned Quantitative Risk Developer to join the Quant Risk Development team. You will design and operate AI-powered risk workflows, validate AI outputs, and build end-to-end risk platforms in collaboration with Market Risk, Credit Risk, and RegIM.

The role requires hands-on development of agentic systems, robust data flows, and reusable Python libraries, with strong emphasis on financial risk domain knowledge and CI/CD practices.