OTC Quant Developer
Selby Jennings · Singapore River, Central Singapore Community Development Council, Singapore
Tailor my CV for this job — freeRust OTC Quantitative Developer
The position covers pricing and risk implementation, quote generation, trade booking, position management and the continued development of the firm's trading platform.ResponsibilitiesBuild and maintain production trading systems in Rust.Implement options and derivatives pricing and risk logic.Develop systems supporting quoting, RFQ, booking and position management.Integrate quantitative models into reliable production applications.Work directly with traders and quantitative researchers.Own features through design, development, testing, deployment and production support.RequirementsAt least 4 years of relevant professional software engineering or quantitative development experience.Strong professional experience developing production systems in Rust.Direct experience with options or OTC derivatives systems.Experience in pricing, risk, volatility, Greeks, quoting, RFQ, trade booking or position management.Experience working within a production trading environment.Strong software-engineering and stakeholder-management skills.PreferredExperience with an options market maker, OTC desk, proprietary trading firm, hedge fund, bank derivatives desk or institutional digital asset trading firm.Knowledge of options pricing and derivatives risk.Additional experience with C++ or Python.Applications will be considered based on relevant skills, experience and ability to perform the role.