contract
Quantitative Developer / Market Risk
Motion Recruitment
- Employer
- Motion Recruitment
- Location
- Jersey City, New Jersey, United States
- Working pattern
- hybrid
About the role
Architect and build a hybrid-cloud platform for large-scale quantitative pricing, including job orchestration, scheduling, event-driven workflows, resiliency, and secure data movement. Develop ML-based monitoring and collaborate with front-office quantitative analysts to onboard, version, and optimize pricing models for distributed computation. Requires a degree in a highly technical field and 10+ years of experience building high-performance applications for large-scale compute grids. Candidates need deep financial markets and derivatives knowledge, expertise in distributed systems, cloud and grid technologies, containers, C++ and Python, and experience supporting quantitative pricing or risk platforms.