Quantitative Developer (Singapore, Hong Kong)

About the role

Develop and integrate robust, high-performance software and quantitative solutions for credit risk, including production services that support trading wind-down requirements and replace the Adaptiv Analytics platform. Collaborate with credit risk quants and stakeholders, contribute to architecture and project delivery, and support governance, risk management, and team development. Candidates should have at least one year of software development experience, a strong computer science foundation, and experience with Haskell or another statically typed functional language such as Scala or OCaml. Strong communication and collaboration skills are essential; experience with financial markets, C++, messaging systems, distributed systems, network protocols, or performance-critical software is advantageous.