expertise in financial model development. A degree in Mathematical Finance , Science , or Mathematics from a top-tier university. In-depth knowledge of industry-standard pricing models such as Black-Scholes , Bachelier , local and stochastic volatility models, and the HJM framework . Strong programming skills in C++ (Visual Studio) , including modern C++ (C+ or later). Solid understanding of More ❯
lock free data structures, and cache aware memory layouts. Familiarity with key DeFi protocols and aggregators (Jupiter, Uniswap, Jito, Flashbots). Deep understanding of derivatives pricing and risk (BlackScholes, greeks, margin, hedging). Strong understanding of crypto markets, order-book mechanics, market-data feed architectures, and risk-control frameworks. Experience developing EVM Smart Contracts using Solidity and More ❯
8+ years in Software Engineering with a specific focus on Risk Platforms Proven experience of working in modern Python Outstanding CompSci Fundamentals needed! Knowledge of Risk Sensitivity, VaR, black-scholes, etc. Experience mentoring other developers Knowledge of scalability and performance Experience within the trading space is a distinct advantage If the above is of interest, apply or reach More ❯
8+ years in Software Engineering with a specific focus on Risk Platforms Proven experience of working in modern Python Outstanding CompSci Fundamentals needed! Knowledge of Risk Sensitivity, VaR, black-scholes, etc. Experience mentoring other developers Knowledge of scalability and performance Experience within the trading space is a distinct advantage If the above is of interest, apply or reach More ❯
