This list contains only the countries for which job offers have been published in the selected language (e.g., in the French version, only job offers written in French are displayed, and in the English version, only those in English).
On behalf of our premier client in the financial services sector, we are seeking a highly skilled Senior Quant Developer to join their Risk Analytics team. In this role, you will be at the intersection of quantitative finance and cutting-edge technology, responsible for building and maintaining sophisticated risk applications that estimate Profit & Loss (P&L). This is a high-impact position within a strategic Big Data environment where you will translate complex quantitative methodologies into scalable, production-grade solutions. You will play a pivotal role in evolving the firm's quant development framework while integrating AI and emerging technologies to stay ahead of market demands.
Job Responsibility:
Application Development: Design, implement, and maintain risk applications to estimate P&L using HDFS and Apache Spark (PySpark)
Quant Framework Design: Execute the overall quantitative development framework, ensuring solutions align with strategic business requirements
AI Integration: Utilize AI tools and emerging technologies (Transformers, Agents, etc.) to enhance code quality and streamline development productivity
Testing & Validation: Conduct rigorous testing and provide effective User Acceptance Testing (UAT) to ensure implementations meet Model Risk and Quantitative Risk Analytics standards
Collaboration & DevOps: Partner with IT teams to build out DevOps processes and resolve complex technical hurdles through effective cross-functional communication
Process Improvement: Assist with business process engineering to ensure efficiency and provide project status updates to senior management
Mentorship: Assist with the training of team members to elevate the collective technical capabilities of the group
Requirements:
5+ years of experience in capital markets, either in Market Risk, Middle Office / Product Control or Back Office
Working experience in application development in a financial institution
Strong knowledge in Big Data development and toolsets (HDFS, PySpark, Spark Python, Scala, etc.)
Solid understanding of IT practices and ability to manage and prioritize development tasks
Ability to clearly communicate highly technical concepts to business stakeholders
Results oriented with ability to work effectively under consistent time and workload pressures
Delivery focused mentality and ability to work autonomously
Strong quantitative and analytical skills, with attention to detail
Solid knowledge of derivative pricing, market risk methodologies, systems and processes, and regulatory requirements
Experience with Agile framework and project management
Experience with parallel computing
Nice to have:
Experience with financial market data across different asset classes
Knowledge and skills in AI models and tools, such as Copilot, Agents, Model Context Protocol (MCP), Retrieval-Augmented Generation (RAG), Transformers, and similar emerging AI technologies
What we offer:
Strategic Impact: Contribute directly to the core risk infrastructure of a major financial institution
Cutting-Edge Tech Stack: Work extensively with Big Data ecosystems (HDFS, Spark) and lead the adoption of AI tools like Copilot and RAG
Professional Growth: Gain exposure to diverse asset classes and complex derivative pricing models
Hybrid Flexibility: Enjoy a balanced work-week with a combination of on-site collaboration and remote deep-work days
Long-Term Potential: Initial 6-month contract with a clear path for extension based on performance