What are the responsibilities and job description for the Quantitative Developer position at Jobs via Dice?
Our client is seeking a Jr. Quantitative Developer to join their Derivatives team. This is a specialized role sitting directly on the trading floor, designed for a "Financial Engineer" who wants to build the technical tools that power $70 billion in assets under management.
As a Quant Dev, you will bridge the gap between complex mathematical models and production-ready software. You will work alongside traders, quants, and data analysts to automate trading decisions, price complex derivatives (options, futures, etc.), and manage risk quantification.
Role
This role is open to junior developers and recent graduates with a strong mathematical foundation and a passion for financial markets.
Required
As a Quant Dev, you will bridge the gap between complex mathematical models and production-ready software. You will work alongside traders, quants, and data analysts to automate trading decisions, price complex derivatives (options, futures, etc.), and manage risk quantification.
Role
- Implement and maintain quantitative models for the valuation and analysis of derivatives portfolios.
- Build and optimize data pipelines (approx. 50-60% of initial work) using APIs to extract data from internal systems and financial platforms like Bloomberg or MATLAB.
- Assist in the migration of legacy systems to modern cloud architectures, specifically involving Snowflake and AWS.
- Develop both backend services and UI tools for real-time trading, hedging, and portfolio monitoring.
- Partner with senior developers to refactor existing codebases and create technical documentation aligned with the software development lifecycle.
- Provide direct technical support and system enhancements for the front-office trading team.
This role is open to junior developers and recent graduates with a strong mathematical foundation and a passion for financial markets.
Required
- Proficiency in Python or a strong desire to learn it. Experience with C#, MATLAB, or Go is also applicable.
- A solid understanding of Object-Oriented Programming principles is essential.
- Experience writing queries and manipulating data within relational (SQL Server, Oracle) or NoSQL (MongoDB) databases.
- A high level of intellectual curiosity regarding financial markets and derivative products.
- Bachelor’s degree in Computer Science, Financial Engineering, Mathematics, Physics, or a related quantitative field.
- Knowledge of AWS Cloud services.
- Experience with Snowflake.
- FRM or CFA certifications (or progress toward them).
- Familiarity with Visual Studio Code or PyCharm.
- Team locations: Topeka / Kansas City Metro.
- Team is in office based on manager’s preference and location; some employees go in daily.
- Daycare services available at Topeka office.
- Employment Type: Direct Hire
- Compensation Target: $70,000 - $80,000
Salary : $70,000 - $80,000