Quantitative Developer - C# (Risk)

  • Competitive
  • Sydney, New South Wales, Australia
  • Permanent, Full time
  • Susquehanna Pacific Pty Ltd
  • 27 Mar 17

Quantitative Developer - C# (Risk)


Do you want to work on designing and developing real-time financial risk systems?

SIG is a market leader and its continued success is based on the capabilities provided by our growing Technology and Quantitative Research teams. Understanding real-time risk is critical to trading decisions. Building these risk systems involves some of the most demanding challenges in any industry and we're willing to use any technologies that will give us an edge. The Sydney Risk team is responsible for on delivering highly available applications used by the traders and risk committee for real-time market risk and other analysis (including limits, counterparty risk, P&L and scenario analysis).

Job Summary

As a Quantitative Developer in the Risk Team, you will be involved in the analysis, design and development of risk applications in a Front Office trading environment bringing a thorough understanding of the business domain (equity derivative pricing, greeks, market data and risk metrics). This complex software includes a combination of user-interfaces and server-side systems. You will work closely with the traders, quantitative analysts, compliance, and technology teams to provide innovative solutions with a focus on highly scalable systems. You will see your ideas and hard work used by experienced traders across a diverse range of instruments and markets.


  • Analysis, design and development of business-critical Risk applications.
  • Taking projects through the entire software development cycle from requirements gathering to production release.
  • Committed to innovation with a strong interest in learning and working with new technologies.
  • Continuous improvement of the capability of the Risk team and applications (through technology, automation and other means).

What we're looking for

  • A Bachelor's Degree (or higher) in a technical or related discipline.
  • Post graduate qualifications (e.g. Masters, CQF) in Quantitative Finance is preferred.
  • Solid knowledge and experience of derivative pricing and greeks. Equity derivatives product knowledge across Asia and Australia is preferred.
  • An expert level C# developer with knowledge of: design, profiling, OO, multi-threading, user-interface development with experience on both the client & server side.
  • Solid experience in C++ on Windows or Linux is also desirable.
  • A demonstrated track record in risk, quantitative or trading systems development.
  • Experience of real time applications (especially with Tibco RV) would be advantageous.
  • Excellent attention to detail, accuracy and a thorough understanding of the full software development life-cycle. Ideally with solid experience in an Agile environment.
  • Strong interpersonal and communication skills for interacting with traders, quantitative analysts, and other software developers.
  • Ability to meet deadlines and work well under pressure in a fast-paced team environment.