Senior Quantitative Developer - Real-Time Risk Platforms

Jain Global; New York (NY); In loco; USD 220.000 - 250.000; Tempo pieno

Descrizione del lavoro

Jain Global is seeking a Quantitative Developer to join the Risk Technology team in New York. You will own platforms that capture positions, compute risk, and provide near real-time risk data to risk managers and portfolio managers.

This engineering-first role covers low-latency services, large-scale data pipelines, and APIs that expose risk data firm-wide. You will collaborate with risk analysts and Front Office teams to productionize VaR, stress, and margin analytics, while maintaining strict

Competenze

• BS/MS in Computer Science, Engineering, Mathematics, Physics, or a related quantitative field. An advanced degree is welcome but strong engineering experience matters more.
• 5+ years building and operating production systems, with deep expertise in Python and at least one systems language (C++, C#, Java, or Rust).
• Strong grounding in distributed systems, concurrency, service design, and API design; you have owned systems in production, not just written code for them.
• Solid engineering discipline: automated testing, code review, CI/CD, observability, and infrastructure as code.
• Comfortable with performance work — profiling, benchmarking, and reasoning about latency and throughput rather than guessing.
• Proficiency with SQL and analytical or columnar stores, plus time-series technologies (kdb+/q, ClickHouse, Arctic, or similar).
• Experience with streaming and messaging systems (Kafka, Redis, or equivalent) and workflow orchestration (Airflow, Dagster, or in-house schedulers).
• Hands-on experience with containers, Kubernetes, and at least one major cloud platform, alongside grid or distributed compute frameworks.
• Track record handling large-scale data volumes where correctness and timeliness both matter.
• Experience at a hedge fund, asset manager, investment bank, or similar institution, ideally supporting risk, valuation, or front-office systems.
• Working familiarity with multi-asset instruments and derivatives, and with how risk is measured and monitored in practice — VaR, stress testing, sensitivities, limits, margin, and financing.
• You do not need to derive the models, but you should be able to read them, reason about their inputs and outputs, and spot when a number looks wrong.
• Pragmatic problem solver with high standards for correctness and attention to detail under time pressure.
• Clear communicator, able to work directly with risk managers and traders and translate between business need and technical design.
• Self-motivated, proactive, and comfortable owning systems in a demanding, fast-moving environment.

Mansioni

• Design, build, and own the firm's risk calculation and exposure aggregation services, from position capture through to delivered risk numbers.
• Develop real-time and intraday risk monitoring systems, including limit frameworks, breach detection, alerting, and drill-down interfaces.
• Build well-documented APIs and services (REST/gRPC, streaming) that expose risk data to downstream consumers across the firm.
• Deliver front-end tooling and dashboards that let risk managers slice exposure by strategy, desk, asset class, factor, and counterparty.
• Refactor and modernize legacy risk processes, replacing batch, spreadsheet, and manual steps with tested, version-controlled services.
• Build resilient pipelines for positions, trades, market data, reference data, and counterparty exposures, with automated validation, lineage, and reconciliation.
• Own time-series and analytical data stores supporting historical risk, stress replays, and time-travel queries.
• Integrate with prime brokers, clearing venues, execution platforms, and market data vendors, handling schema drift gracefully.
• Produce models and analytics with risk management and research teams; backtest and calibrate as needed.
• Profile and optimize hot paths — latency, memory, and throughput; enable prompt risk reporting.

Conoscenze

Python

Distributed systems

API design

Latency optimization

Performance profiling

Formazione

BS/MS in CS/Engineering/Math/Physics

Strumenti

C++

Java

Kubernetes

Docker

Kafka

Redis

Airflow

Dagster

SQL

ClickHouse

kdb+/q

Descrizione del lavoro

Jain Global is seeking a Quantitative Developer to join the Risk Technology team in New York. You will own platforms that capture positions, compute risk, and provide near real-time risk data to risk managers and portfolio managers.

This engineering-first role covers low-latency services, large-scale data pipelines, and APIs that expose risk data firm-wide. You will collaborate with risk analysts and Front Office teams to productionize VaR, stress, and margin analytics, while maintaining strict