Python Quantitative Developer

About the role

Architect and build a hybrid-cloud platform for large-scale quantitative pricing, including job orchestration, scheduling, event-driven lifecycle management, resiliency, and intelligent monitoring. Manage secure data movement between on-premise systems and public clouds, and partner with front-office quantitative analysts to onboard, version, and optimize C and Python pricing models. Requires at least 10 years of experience building high-performance compute-grid applications, a degree in a technical field, and deep knowledge of capital markets, derivatives, and regulations such as FRTB. Candidates should have expert skills in grid scheduling, distributed event-driven systems, ML-based monitoring, hybrid cloud, Docker, Kubernetes, C, and Python, plus experience supporting quantitative pricing or risk platforms in financial services.