Quant Developer Prod Grade -FinTrust Connect Talent Community -Remote in the U.S.

Quant Developer Product Grade -FinTrust Connect Talent Community FinTrust Connect -United States -Remote For more Job Opportunities follow FINTRUST CONNECT here FinTrust Connect on LinkedIn Share Your Resume and Build Your Future! We are thrilled to invite you to join our exclusive Talent Community. Are you looking for your next career opportunity Look no further. Join our Talent Network today. By sharing your resume with us, you will be added to our database and considered for future roles with leading banks and fintechs. Whether you prefer flexible work arrangements, remote opportunities, or on-site environments, we have options for you. Take the first step toward a brighter future. Share your resume with us today. As a Quant Developer you will turn research into production grade code for pricing and risk. You will ship fast and safe services in Python and C++ with clean tests and CI and deliver examiner ready documentation aligned to SR 11 7 model governance. Your work may span market risk ES and VaR, xVA engines and counterparty risk, and CECL or credit scorecards depending on client needs. Requirements: 5 to 10 years building production quant libraries or services in a bank or vendor Strong Python and C++ data structures multithreading performance profiling Quant methods Monte Carlo PDE regression and classification time series calibration Market and credit risk topics ES and VaR under FRTB, PFE, xVA CVA and DVA and FVA PnL explain Tooling Git unit and integration tests Docker Kubernetes Airflow Kafka or Kinesis REST and gRPC Data SQL KDB q or similar time series store Bloomberg or Refinitiv adapters Model risk awareness documentation and monitoring and controls consistent with SR 11 7 and FDIC guidance Responsibilities: Productionize models turn research notebooks into tested services with APIs and SLAs Implement Monte Carlo and PDE pricing engines and risk measures with vectorization and optional GPU Build xVA components and counterparty exposure simulation with netting and collateral logic Deliver FRTB ES and sensitivities engines or interfaces and support desk level reporting Engineer reliable data feeds market data loaders static data curve and surface builders Create monitoring model KPIs drift stability backtesting challenger comparisons aligned to SR 11 7 Write examiner grade docs purpose and design and assumptions and limits and tests and change logs per governance Outcomes we track: Latency 30% on core risk paths within 90 days with throughput Test coverage 80%+ with green CI on main branch Model monitoring live with drift alerts and stable KPIs within 60 days First pass validation acceptance 95% zero repeat findings over 2 quarters Compensation and terms: Consultant pay $70 to $150 per hour based on stack depth and product coverage Contract Remote US W2 or 1099 Multiple openings for a national bench and pod builds How to apply: Apply on our site FinTrust Careers https://www.careers-page.com/fintrustconnect Prefer email send your resume to [email protected] with subject [Apply] Quant Developer Remote US Stay in the loop follow FinTrust Connect on LinkedIn https://www.linkedin.com/company/fintrustconnect/about Keywords Quant Developer, Python, C++, Monte Carlo, PDE, Risk Engine, VaR, Expected Shortfall, FRTB, xVA, CVA, DVA, FVA, PFE, PnL Explain, Credit Risk, Market Risk, CECL, Pricing Library, API, REST, gRPC, Docker, Kubernetes, Airflow, Kafka, Spark, KDB, q, SQL, Bloomberg, Refinitiv, Model Governance, SR 11 7, Validation, Backtesting, Benchmarking, Stability, Drift, Documentation, Examiner Ready, Remote