full-time
OTC Quant Developer
Selby Jennings
- Employer
- Selby Jennings
- Location
- Singapore
- Working pattern
- on-site
About the role
Build and maintain production trading systems in Rust, implementing pricing and risk logic for options and derivatives. Develop and support quoting, RFQ, trade booking, and position management systems, integrating quantitative models and owning features through deployment and production support. Applicants need at least four years of relevant software engineering or quantitative development experience, strong professional Rust experience, and direct experience with options or OTC derivatives systems. They should have experience in a production trading environment and relevant pricing, risk, quoting, booking, or position management work; C++ or Python experience is preferred.