SW9063 | 30 Oct 2026 Quantitative Developer (Bank/Finance, 45-55K)
  • Batch Pipeline Engineering: Support and implement robust distributed batch processing pipelines to compute PnL, Market Risk, Credit Risk and other market specific regulatory feeds.
  • Performance Tuning: Optimize slow-running database queries, memory management, and compute grid utilization to shrink the overnight batch window.
  • Resiliency & Automation: Automate batch failure recovery, monitoring alerts, and self-healing mechanisms to minimize manual operational intervention.
  • Stakeholder Collaboration: Partner closely with Quants, Risk Managers, Product Controllers and Production Support teams for support issues as well as onboard new Batch feeds as requested by the Business and Operation teams.
  • Bachelor’s degree in Computer Science, Information Technology, Engineering, or related discipline.
  • Minimum of 5 years’ hands-on experience in software development, with a proven track record of delivering enterprise Java applications within quantitative finance or risk management domains.
  • Strong expertise in Java, Perl and Python with an understanding of multi-threading, concurrency, and memory optimization.
  • Strong proficiency in Unix commands is highly preferred.
  • Hands-on development experience with distributed computing framework, Apache Spark is highly preferred.
  • Proficiency in enterprise scheduling tools such as Autosys and Stonebranch.
  • Strong SQL/NoSQL capabilities, particularly with high throughput database (e.g., Sybase, Oracle)
  • Solid experience with Git for deploying cloud-native data solutions on Azure
  • Strong understanding of financial equity derivative products and core risk concepts—such as Value at Risk (VaR), Stress Testing, Greeks, and PnL Explained—with highly advantageous exposure to Basel regulatory framework (e.g., FRTB).
  • Strong analytical mindset with a passion for troubleshooting complex, distributed data issue under tight time constraints, and clear communication skills to bridge technical architectures with quantitative finance requirement.
  • Benefits:
  • 45-55K Depends on Experience
  • 10-20 Days Annual Leave
  • 5-day Work Week
  • Friendly and Energetic Working Environment

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