quant developer

Bank of America

<div>Job Description:
At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. We do this by driving Responsible Growth and delivering for our clients, teammates, communities and shareholders every day. 
 
Being a Great Place to Work is core to how we drive Responsible Growth. This includes our commitment to being an inclusive workplace, attracting and developing exceptional talent, supporting our teammates&rsquo; physical, emotional, and financial wellness, recognizing and rewarding performance, and how we make an impact in the communities we serve. 
 
Bank of America is committed to an in-office culture with specific requirements for office-based attendance and which allows for an appropriate level of flexibility for our teammates and businesses based on role-specific considerations. 
 
At Bank of America, you can build a successful career with opportunities to learn, grow, and make an impact. Join us! 
We are looking for a highly skilled and innovative Quant Developer / Strategist to join the Quantitative Strategies &amp; Data Group within Global Markets. The team develops Python-based solutions on the Bank&rsquo;s strategic platform, Quartz, delivering strategic and regulatory programmes, including FRTB IMA, VaR, Strategic Risk and PnL, etc.. The role offers exposure across all asset classes (Rates / Commodity / Credit / FX / Equity) and involves close collaboration with Front Office Technology, Risk, and Quant teams. This is a hands-on role combining quantitative modelling, data analysis and engineering.
Key Responsibilities:<ul><li>
Develop and enhance market models (e.g. VaR) to ensure accurate measurement of risk exposures across trading books, in line with regulatory and internal governance requirements</li><li>
Support the implementation of robust risk data testing frameworks to assess the appropriateness, completeness and reasonableness of risk scenarios, VaR, expected shortfall and stress test calculations. This includes testing scenario design, implementation, results consolidation, and analyses of calculations to understand key drivers</li><li>
Investigate data issues and model anomalies, expanding and debugging the existing risk and PnL calculation code, and improving performance and maintainability</li><li>
Partner with Tech, Quants and Risk partners to ensure that the solutions are scalable and aligned with the programmes&rsquo; needs</li><li>
Drive continuous improvement through critical review of model development and validation outcomes, and constructive challenge and feedback on technical documentation</li></ul>
Required Qualifications and Skills:<ul><li>
Masters/PhD level in a quantitative subject (Mathematics, Statistics, Physics, Engineering, Computer Science or other analytical background)</li><li>
Proficient in Python, SQL, C++ and other</li><li>
Excellent analytical and problem-solving skills</li><li>
Strong communication skills</li><li>
Risk knowledge is desirable but not strictly necessary, provided there is a willingness to learn</li><li>
We welcome applications from junior candidates with at least 2 years of financial markets experience, as well as from more experienced professionals</li></ul></div>

Quant Developer â€“ Quantitative Strategies & Data Group

Wise Australia Investments

<div><div><div>Wise is a global technology company, building the best way to move and manage the world&rsquo;s money. 
Min fees. Max ease. Full speed.
Whether people and businesses are sending money to another country, spending abroad, or making and receiving international payments, Wise is on a mission to make their lives easier and save them money.
As part of our team, you will be helping us create an entirely new network for the world's money. 
For everyone, everywhere.
. 
Job Description 
We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. This role focuses on owning and operating the production infrastructure behind our FX pricing, risk, and trading systems with the opportunity to broaden the scope of work into traditional quant aspects.
Your work will have a direct impact on Wise&rsquo;s mission and millions of our customers. 
About the Role:
You'll join the Treasury Markets Data Science team, owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn+ in annual FX volume- serving everyone from retail customers sending money abroad to tier-1 banks via Wise Platform.
The wider Treasury FX team includes quants, traders, analysts, product managers and engineers working together to price, hedge, manage and scale FX operations within Wise in real time. Within that, the Data Science team owns the quantitative platform:
We run a Python-first, production-grade quant platform: real-time curve construction, multi-instrument pricing, risk analytics, and trading strategy - all built and operated by the same team. Your primary focus is keeping these systems reliable, performant and well-engineered - while thinking deeply about how they serve customers and products. You'll also contribute to the quantitative models themselves as you grow into the domain.
What you&rsquo;ll own<ul><li>
Python microservices that run quantitative models in production</li><li>
Monitoring, alerting, and reliability for real-time pricing and risk systems</li><li>
Shared quant libraries used across multiple services</li><li>
CI/CD pipelines, deployment and operational excellence</li><li>
Incident response and root cause analysis for production issues</li></ul>
Where you&rsquo;ll grow<ul><li>
Real-time curve construction (yield curves, FX forwards, vol surfaces)</li><li>
Pricing models for new instruments and products</li><li>
Trading strategy development and optimisation</li><li>
Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis)</li><li>
Backtesting frameworks and model validation</li><li>
Customer behaviour modelling, pricing strategy and product launch support</li><li>
Collaborating with product teams to translate quantitative insights into customer-facing decisions</li></ul> 
Qualifications 
What we&rsquo;re looking for<ul><li>
4+ years building and maintaining production Python systems</li><li>
Strong experience with microservices, databases, and production infrastructure</li><li>
Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.)</li><li>
Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness</li><li>
Experience with testing, monitoring, and debugging complex systems under load</li><li>
A product mindset - you think about who uses your systems and why</li><li>
Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers and engineers</li></ul>
It&rsquo;s a bonus if you are familiar with<ul><li>
FX or financial markets experience</li><li>
Term structure modelling, stochastic calculus or Monte Carlo methods</li><li>
Interest rate curve bootstrapping</li><li>
Algorithmic execution experience</li><li>
Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.)</li></ul>
We&rsquo;re people without borders &mdash; without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you&rsquo;re passionate about learning new things and keen to join our mission, you&rsquo;ll fit right in.
Also, qualifications aren&rsquo;t that important to us. If you&rsquo;ve got great experience, and you&rsquo;re great at articulating your thinking, we&rsquo;d like to hear from you.
And because we believe that diverse teams build better products, we&rsquo;d especially love to hear from you if you&rsquo;re from an under-represented demographic 
Additional Information<div></div> 
For everyone, everywhere. We're people building money without borders &mdash; without judgement or prejudice, too. We believe teams are strongest when they are diverse, equitable and inclusive.
We're proud to have a truly international team, and we celebrate our differences. 
Inclusive teams help us live our values and make sure every Wiser feels respected, empowered to contribute towards our mission and able to progress in their careers.
If you want to find out more about what it's like to work at Wise visit Wise.Jobs.
Keep up to date with life at Wise by following us on </div></div><div><div><div><div>Instagram</div></div></div></div></div><div></div>

Lead Data Scientist (Quant) - Treasury FX

Wise

<div>Company Description 
Wise is a global technology company, building the best way to move and manage the world&rsquo;s money. 
Min fees. Max ease. Full speed.
Whether people and businesses are sending money to another country, spending abroad, or making and receiving international payments, Wise is on a mission to make their lives easier and save them money.
As part of our team, you will be helping us create an entirely new network for the world's money. 
For everyone, everywhere.
More about our mission and what we offer. 
Job Description 
We are seeking a talented quantitative developer to join our Treasury Markets Data Science team. This role focuses on owning and operating the production infrastructure behind our FX pricing, risk, and trading systems with the opportunity to broaden the scope of work into traditional quant aspects.
Your work will have a direct impact on Wise&rsquo;s mission and millions of our customers. 
About the Role:
You'll join the Treasury Markets Data Science team, owning the quantitative infrastructure that powers how Wise manages FX risk across a USD 250bn+ in annual FX volume- serving everyone from retail customers sending money abroad to tier-1 banks via Wise Platform.
The wider Treasury FX team includes quants, traders, analysts, product managers and engineers working together to price, hedge, manage and scale FX operations within Wise in real time. Within that, the Data Science team owns the quantitative platform:
We run a Python-first, production-grade quant platform: real-time curve construction, multi-instrument pricing, risk analytics, and trading strategy - all built and operated by the same team. Your primary focus is keeping these systems reliable, performant and well-engineered - while thinking deeply about how they serve customers and products. You'll also contribute to the quantitative models themselves as you grow into the domain.
What you&rsquo;ll own<ul><li>
Python microservices that run quantitative models in production</li><li>
Monitoring, alerting, and reliability for real-time pricing and risk systems</li><li>
Shared quant libraries used across multiple services</li><li>
CI/CD pipelines, deployment and operational excellence</li><li>
Incident response and root cause analysis for production issues</li></ul>
Where you&rsquo;ll grow<ul><li>
Real-time curve construction (yield curves, FX forwards, vol surfaces)</li><li>
Pricing models for new instruments and products</li><li>
Trading strategy development and optimisation</li><li>
Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis)</li><li>
Backtesting frameworks and model validation</li><li>
Customer behaviour modelling, pricing strategy and product launch support</li><li>
Collaborating with product teams to translate quantitative insights into customer-facing decisions</li></ul> 
Qualifications 
What we&rsquo;re looking for<ul><li>
4+ years building and maintaining production Python systems</li><li>
Strong experience with microservices, databases, and production infrastructure</li><li>
Experience with streaming systems, real-time data pipelines, or event-driven architectures (Kafka, Flink, Redis etc.)</li><li>
Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness</li><li>
Experience with testing, monitoring, and debugging complex systems under load</li><li>
A product mindset - you think about who uses your systems and why</li><li>
Clear communicator who can work cross-functionally with other quants, analysts, traders, product managers and engineers</li></ul>
It&rsquo;s a bonus if you are familiar with<ul><li>
FX or financial markets experience</li><li>
Term structure modelling, stochastic calculus or Monte Carlo methods</li><li>
Interest rate curve bootstrapping</li><li>
Algorithmic execution experience</li><li>
Data lake or warehouse experience (Snowflake, Iceberg, Spark etc.)</li></ul>
We&rsquo;re people without borders &mdash; without judgement or prejudice, too. We want to work with the best people, no matter their background. So if you&rsquo;re passionate about learning new things and keen to join our mission, you&rsquo;ll fit right in.
Also, qualifications aren&rsquo;t that important to us. If you&rsquo;ve got great experience, and you&rsquo;re great at articulating your thinking, we&rsquo;d like to hear from you.
And because we believe that diverse teams build better products, we&rsquo;d especially love to hear from you if you&rsquo;re from an under-represented demographic 
Additional Information<div></div> 
For everyone, everywhere. We're people building money without borders &mdash; without judgement or prejudice, too. We believe teams are strongest when they are diverse, equitable and inclusive.
We're proud to have a truly international team, and we celebrate our differences. 
Inclusive teams help us live our values and make sure every Wiser feels respected, empowered to contribute towards our mission and able to progress in their careers.
If you want to find out more about what it's like to work at Wise visit Wise.Jobs.
Keep up to date with life at Wise by following us on LinkedIn and Instagram.</div>

MIRA Construction

<div>We are on the lookout for a sharp, early-career C++ Developer / Junior Quant Dev&mdash;ideally with a background in competitive programming&mdash;to join our collaborative and highly analytical engineering team.
Our culture is built around thoughtful, detail-oriented, and composed professionals who love optimizing complex workflows. Because the systems you build will directly drive our core business outcomes, we need someone who couples technical talent with strong accountability and great communication skills. If you thrive in fast-paced environments with rapid feedback loops and highly visible results, you will feel right at home here.
What You&rsquo;ll Do<ul><li>
Optimize Execution: Implement high-performance trading algorithms, masterfully balancing raw execution speed with long-term code maintainability.</li><li>
Collaborate Internationally: Partner closely with our Quantitative Research team to translate mathematical models into production-ready technical solutions.</li><li>
Write Advanced Code: Architect robust, asynchronous, multi-threaded, and network-centric systems utilizing advanced C++ templates.</li></ul> 

Requirements 
<ul><li>
Algorithmic Excellence: A rock-solid foundation in data structures and core computer science principles (a proven track record in competitive programming is highly preferred).</li><li>
Core Language Skills: Practical engineering experience using C or C++.</li><li>
System Familiarity: A strong conceptual understanding of Linux OS internals and networking.</li><li>
Global Communication: Fluency in professional English (written and spoken) to seamlessly integrate into our international workspace.</li><li>
Hands-on exposure to sub-microsecond, ultra-low latency real-time engineering.</li><li>
Experience with lock-free concurrency paradigms and data containers.</li><li>
Familiarity with GPU programming via CUDA.</li></ul> 

Benefits 
<ul><li>
High-Impact Challenges: Engage with complex technical puzzles featuring instantaneous feedback loops.</li><li>
An Elite Global Team: Work alongside a welcoming, brilliant community of international professionals.</li><li>
State-of-the-Art Infrastructure: Gain access to cutting-edge hardware and the latest tech stacks.</li><li>
Ultimate Flexibility: Work 100% remotely from anywhere on the planet, with open-door access to any of our physical global offices whenever you choose.</li><li>
Unbeatable Work-Life Balance: Enjoy flexible working hours and a generous 40 days of paid annual leave.</li><li>
Premium Compensation: A highly competitive salary package tailored to your skills and market standards.</li></ul></div>

Junior Quantitative Developer (Algorithmic Engineering)

Citi

<div><h2 class="jobSectionHeader">Discover your future at Citi</h2>
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you&rsquo;ll have the opportunity to grow your career, give back to your community and make a real impact.
<h2 class="jobSectionHeader">Job Overview</h2>
Counterparty Credit Risk Analytics is a group within Citi Financial Risk Technology, responsible for developing the applications used for derivatives credit Risk and Basel Capital calculations Firm-wide.
The Counterparty Credit Risk Developer is an intermediate level position responsible for participation in the development and advancement of the derivatives credit risk application.
Core objectives will include developing and maintaining the applications calculating the Counterparty Credit Risk metrics. Additional objectives will include the contribution towards application execution analysis reports, monitoring and optimization of the application build and the enhancement of the end-to-end calculation test suite.
This is an excellent opportunity to gain exposure to a wide range of advanced technology paradigms like high performance grid computing.
 
It will provide significant opportunities to collaborate with teams in the broader internal network including Front Office Technology, Risk and Quant groups, and exposure to high performance computing and cloud.
Responsibilities:
<ul><li>Develop and maintain Counterparty Credit Risk applications
</li><li>Enhance and support CI/CD processes, including build, testing, and release management.
</li><li>Optimize codebase performance and facilitate the transition to cloud-based workflows.
</li><li>Expand and execute test suites (unit, regression, integration) and conduct performance/memory profiling.
</li><li>Create and maintain comprehensive documentation for applications and processes.
</li><li>Collaborate with Quant and Technology teams to integrate model updates and new technologies.
</li><li>Analyze complex issues and provide evaluative judgments on business and system processes.
</li><li>Serve as a Subject Matter Expert (SME) for senior stakeholders and team members, exercising independent judgment.
</li></ul>Qualifications:
<ul><li>Programming experience in Python, including systems analysis and software application development.
</li><li>Proficiency with UNIX shell scripting (e.g., bash, ksh) and version control software like Git.
</li><li>Experience with CI/CD pipeline technologies, such as Jenkins.
</li><li>Outstanding analytical and problem-solving skills with a thorough and detailed approach to accuracy.
</li><li>Experience in AWS cloud a plus.
</li><li>Excellent verbal and written communication skills in English.
</li><li>Ability to collaborate effectively within a large team of developers.
</li><li>Capacity to work under pressure, manage deadlines, and take ownership of tasks.
</li><li>Master&rsquo;s degree or equivalent in computer science, mathematics, engineering, or physics.
</li></ul>-
<h2 class="jobSectionHeader">Job Family Group:
</h2>Technology
-
<h2 class="jobSectionHeader">Job Family:</h2>
Applications Development
-
<h2 class="jobSectionHeader">Time Type:</h2>
Full time
-
<h2 class="jobSectionHeader">Most Relevant Skills
</h2>Please see the requirements listed above.
-
<h2 class="jobSectionHeader">Other Relevant Skills
</h2>For complementary skills, please see above and/or contact the recruiter.
-
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.</div>

Counterparty Credit Risk Python Developer, AVP

Mondrian Alpha

<div>
 
 A leading, global hedge fund, are looking to hire an additional risk analyst for its New York (Manhattan) office.
 
 
 
 
 
 At this high performing fund, risk is part of front office, sat with the traders, working markets focused / street facing remits. In addition to core risk management responsibilities, the risk team play an important role in idea generation &amp; decision making. As the risk team support highly complex, high volume multi-asset books, the work is analytical, technical (Python, SQL and R are used to a strong standard) and challenging.
 
 
 
 
 
 Global risk team members have previously moved internally into strategy specific risk manager roles, assistant portfolio manager positions, the trading and quant teams (+ the business promote movement between international offices). Typically, 2-3yrs of strong performance will guarantee that there will be a variety of progression options available to the individual.
 
 
 
 
 
 Candidates must have outstanding academics (ideally high GPA&rsquo;s, maths/science/engineering focused). Candidates should have 2-5rs experience in an IB / hedge fund / prop trading risk role that is technical / quantitative. Existing coding skills are preferred.
 
 
 
 
 
 The role is budgeted to pay up to a $300k year-one TC depending on level of experience and individual performance. Established risk professionals in the firm can earn a multiple of this number.
 
</div>

Risk Analyst (Front Office) - Hedge Fund - Up to $300k TC

IMC Trading

<div>
 As a Machine Learning Engineer, you will play a pivotal role in building systems that drive the training and deployment of large-scale ML models across our global operations. You'll collaborate with leading researchers, hardware experts, and software engineers to build robust solutions that maximize the potential of GPU acceleration, distributed computing, and the latest open-source tools. Your work will influence our trading strategies by accelerating experimentation cycles that foster continuous innovation and refinement.
 
 
 This is a unique opportunity to solve problems at the intersection of advanced machine learning and trading, where your contributions will shape the future of IMC&rsquo;s technology and trading capabilities.
 
 
 
 Your Core Responsibilities
 
 
 
 <ul>
 <li>
 The opportunity to be in a brand new position in a growing team
 </li>
 <li>
 Develop large-scale distributed training pipelines to manage datasets and complex models
 </li>
 <li>
 Build and optimize low-latency inference pipelines, ensuring models deliver real-time predictions in production systems
 </li>
 <li>
 Develop libraries to improve the performance of machine learning frameworks
 </li>
 <li>
 Maximize performance in training and inference using GPU hardware and acceleration libraries
 </li>
 <li>
 Design scalable model frameworks capable of handling high-volume trading data and delivering real-time, high-accuracy predictions
 </li>
 <li>
 Collaborate with quantitative researchers to automate ML experiments, hyperparameter tuning, and model retraining
 </li>
 <li>
 Partner with HPC specialists to optimize workflows, improve training speed, and reduce costs
 </li>
 <li>
 Evaluate and roll out third-party tools to enhance model development, training, and inference capabilities
 </li>
 <li>
 Dig into the internals of open-source ML tools to extend their capabilities and improve performance
 
 
 </li>
 </ul>
 
 Your Skills And Experience
 
 
 
 <ul>
 <li>
 5+ years of experience in machine learning with a focus on training or inference systems
 </li>
 <li>
 Hands-on experience with real-time, low-latency ML pipelines in high-performance environments is a strong plus
 </li>
 <li>
 Strong engineering skills, including Python, CUDA, or C++
 </li>
 <li>
 Knowledge of machine learning frameworks such as PyTorch, TensorFlow, or JAX
 </li>
 <li>
 Proficiency in GPU programming for training and inference acceleration (e.g., CuDNN, TensorRT)
 </li>
 <li>
 Experience with distributed training for scaling ML workloads (e.g., Horovod, NCCL)
 </li>
 <li>
 Exposure to cloud platforms and orchestration tools
 </li>
 <li>
 A track record of contributing to open-source projects in machine learning, data science, or distributed systems is a plus
 
 
 </li>
 </ul>
 
 About Us
 
 
 
 IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we&rsquo;ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.
</div>

Machine Learning Engineer

Search 680+ Quant developer jobs near you this July. New roles added regularly across leading industries. Apply today.

680 quant developer jobs Near Me

Quant Developer â€“ Quantitative Strategies & Data Group

Lead Data Scientist (Quant) - Treasury FX

Lead Data Scientist (Quant) - Treasury FX

Junior Quantitative Developer (Algorithmic Engineering)

Counterparty Credit Risk Python Developer, AVP

Risk Analyst (Front Office) - Hedge Fund - Up to $300k TC

Machine Learning Engineer