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  • Company Locationsydney, NSW 1001
  • IndustryConsulting & Strategy - Analysts
  • Job Type


  • Location


  • Rate

    $TBA /hr

  • Workplace

    On site / Remote

  • Job posted



What you will be doing

In the role of Quant Developer - OTC Derivatives & OTC Stress Testing, you will assume the normal responsibilities of a highly qualified business consultant with a strong technical background. Your role will be working very closely with the client, development and consulting teams. C++ Quantitative Developer will play a key role in the development of our market-making business, deploying scalable and performant tools for derivative pricing. You will work closely with our traders to improve the performance of our market-making desks. You will have architectural freedom and responsibility for APAC-driven projects as well as access to a company-wide source code from day one.


What you’ll need

  • Hands-on experience working on developing derivative pricing models
  • Experience with volatility surface fitting algorithms
  • Experience in the programming languages we use: C++ and C#, Python or Julia.
  • Strong knowledge of financial markets & securities (particularly equities, futures and options)
  • Experience with SQL, R, Python
  • Working or consulting for likely clients for OTC Derivatives & Stress Testing

What we offer you

  • A competitive salary and benefits
  • A multifaceted job with a high degree of responsibility and a broad spectrum of opportunities
  • A work environment built on collaboration, flexibility and respect
  • Varied and challenging work to help you grow your technical skillset

Ideal Candidate Availability has been provided below by the Employer

M T W Th F Sa Su


5am - 12pm


12pm - 5pm


5pm - 12am

After School

3pm - 12am

Office Hours

9am - 5pm

Trade Hours

7am - 3pm

Night Shift

12am - 5am

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