Quantitative Developer (Singapore, Hong Kong)

About the role

Develop and maintain high-performance software and quantitative solutions for credit risk, including production services that support the Trading Wind Down regulatory requirement and replace the Adaptiv Analytics platform. Work with credit risk quants and technology stakeholders to integrate models into the wider platform, while contributing to architecture, governance, risk controls, and team leadership. At least one year of software development experience and a strong computer science foundation, including data structures, algorithms, concurrency, and multithreaded programming. Haskell experience is preferred, with consideration for experience in statically typed functional languages such as Scala or OCaml; strong communication and collaboration skills are essential.