Quant Developer Prod Grade -FinTrust Connect Talent Community -Remote in the U.S

Here's a summary of the key points from the job posting for the Quant Developer Prod Grade position at FinTrust Connect: 1. Key technical requirements and skills: - 5-10 years of experience building production-grade quant libraries or services in a bank or vendor - Strong Python and C++ skills, with experience in data structures, multithreading, performance profiling - Expertise in quant methods like Monte Carlo, PDE, regression, classification, time series, and calibration - Knowledge of market and credit risk topics, including FRTB, PFE, xVA, CVA, DVA, and FVA - Proficiency in tools like Git, unit and integration tests, Docker, Kubernetes, Airflow, Kafka/Kinesis, REST, and gRPC - Experience with data sources like SQL, KDB/q

Quant Developer Product Grade -FinTrust Connect Talent Community

FinTrust Connect -United States -Remote

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As a Quant Developer you will turn research into production grade code for pricing and risk. You will ship fast and safe services in Python and C++ with clean tests and CI and deliver examiner ready documentation aligned to SR 11 7 model governance. Your work may span market risk ES and VaR, xVA engines and counterparty risk, and CECL or credit scorecards depending on client needs.

Requirements:

• 5 to 10 years building production quant libraries or services in a bank or vendor
• Strong Python and C++ data structures multithreading performance profiling
• Quant methods Monte Carlo PDE regression and classification time series calibration
• Market and credit risk topics ES and VaR under FRTB, PFE, xVA CVA and DVA and FVA PnL explain
• Tooling Git unit and integration tests Docker Kubernetes Airflow Kafka or Kinesis REST and gRPC
• Data SQL KDB q or similar time series store Bloomberg or Refinitiv adapters
• Model risk awareness documentation and monitoring and controls consistent with SR 11 7 and FDIC guidance

Responsibilities:

• Productionize models turn research notebooks into tested services with APIs and SLAs
• Implement Monte Carlo and PDE pricing engines and risk measures with vectorization and optional GPU
• Build xVA components and counterparty exposure simulation with netting and collateral logic
• Deliver FRTB ES and sensitivities engines or interfaces and support desk level reporting
• Engineer reliable data feeds market data loaders static data curve and surface builders
• Create monitoring model KPIs drift stability backtesting challenger comparisons aligned to SR 11 7
• Write examiner grade docs purpose and design and assumptions and limits and tests and change logs per governance

Outcomes we track:

• Latency 30% on core risk paths within 90 days with throughput
• Test coverage 80%+ with green CI on main branch
• Model monitoring live with drift alerts and stable KPIs within 60 days
• First pass validation acceptance 95% zero repeat findings over 2 quarters

Compensation and terms:

• Consultant pay $70 to $150 per hour based on stack depth and product coverage
• Contract Remote US W2 or 1099

Multiple openings for a national bench and pod builds

How to apply:

• Apply on our site FinTrust Careershttps://www.careers-page.com/fintrustconnect
• Prefer email send your resume to [email protected] with subject [Apply] Quant Developer Remote US

Stay in the loop follow FinTrust Connect on LinkedInhttps://www.linkedin.com/company/fintrustconnect/about

Keywords

Quant Developer, Python, C++, Monte Carlo, PDE, Risk Engine, VaR, Expected Shortfall, FRTB, xVA, CVA, DVA, FVA, PFE, PnL Explain, Credit Risk, Market Risk, CECL, Pricing Library, API, REST, gRPC, Docker, Kubernetes, Airflow, Kafka, Spark, KDB, q, SQL, Bloomberg, Refinitiv, Model Governance, SR 11 7, Validation, Backtesting, Benchmarking, Stability, Drift, Documentation, Examiner Ready, Remote

Originally posted on Himalayas