- Singapore
Full Time C-- Quant Developer Jobs, salary up to SGD 20,000 in Alan Partners - Ricebowl
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What We're Looking For
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We are seeking an experienced Quantitative Developer with strong C++ expertise to join a front-office quantitative technology environment.
The position will focus on building and enhancing high-performance pricing and risk infrastructure used for derivative products. You will work on the underlying technology that supports valuation, analytics, and trading-related workflows, with opportunities to contribute across a range of asset classes.
This is a hands-on development role for someone who enjoys working at the intersection of C++, quantitative finance, numerical computation, and performance engineering .
What You'll Do- Develop and enhance core components of a derivatives pricing and analytics platform .
- Analyse existing architecture and identify opportunities to improve code quality, reliability, scalability, and maintainability .
- Introduce and optimise parallel and concurrent processing to improve the speed of valuation and risk calculations.
- Investigate performance bottlenecks and apply appropriate techniques to reduce calculation and system latency .
- Integrate internal components with external technology and third-party libraries where required.
- Work alongside quantitative specialists to translate new pricing requirements into production-quality software .
- Implement changes to support new instruments, pricing approaches, and payoff structures .
- Diagnose and resolve issues affecting quantitative applications and provide ongoing support for existing systems.
- Participate in technical design discussions and contribute to the evolution of the overall quantitative technology stack.
- 5+ years of professional C++ development experience , ideally within quantitative finance, trading, pricing, or risk technology.
- Proven experience developing production-level pricing, valuation, or risk applications for derivatives.
- Strong understanding of C++ concurrency and multi-threaded programming .
- Demonstrated ability to profile applications and improve runtime performance and computational efficiency .
- Solid software engineering skills, including design, debugging, refactoring, testing, and performance tuning .
- Familiarity with quantitative finance concepts and derivatives valuation methodologies .
- Comfortable working closely with quants and other technical specialists to turn mathematical requirements into reliable software.
- A pragmatic approach to maintaining existing systems while delivering new functionality.
Experience in one or more of the following areas would be advantageous:
- Derivatives pricing and risk
- Interest Rates
- Foreign Exchange
- Equities
- Commodities
- Credit
- Numerical / quantitative libraries
- High-performance computing
- Parallel computing
- Third-party financial technology libraries
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