Python Quant Developer

Quant Developer
This is an excellent opportunity for a highly analytical developer with strong experience in -based trading and risk models, quantitative modelling, back-testing and production-grade software engineering within the financial industry.
Quant Developer
Job description:
As a Quant Developer, you will design, implement and maintain -based quantitative models for areas such as yield curve modelling, pricing, risk management and portfolio optimization. You will also contribute to the re-architecture and migration of an existing MATLAB application into .
Your main tasks will include:
Designing, developing and maintaining -based quantitative models for trading, pricing, risk and portfolio management
Migrating and re-architecting existing MATLAB applications into
Developing and executing back-tests and stress tests to validate strategy performance across different market regimes
Translating mathematical and quantitative models into clean, production-ready code
Collaborating closely with quantitative researchers, traders, data engineers and analytics engineers
Integrating models with market data, reference data and alternative data feeds
Ensuring that data pipelines are robust, scalable and suitable for production use
Optimizing code for performance, low latency and high throughput
Implementing version control, CI/CD pipelines and automated testing frameworks
Monitoring, maintaining and troubleshooting existing applications and production pipelines
Proposing and applying best practices in quantitative finance, numerical methods and the ecosystem
About the customer:
For our client in the banking sector in Basel, we are looking for an experienced Quant Developer to join the Banking Technology team. In this role, you will work on software solutions supporting reserve managers and traders, with a strong focus on quantitative finance, development and the migration of existing MATLAB applications into .
Location: Basel, Switzerland
Workload: 100%
Start date: ASAP or within 3 months
Contract duration: 24 months, with likely extension
Requirements:
You are a strong developer with a background in quantitative finance, statistical modelling and financial applications. You enjoy working at the intersection of software engineering, financial markets and mathematical modelling.
Around 5 years of experience as a Quant Developer, Quantitative Analyst or in a similar role with a focus on -based implementation of trading or risk models
Strong proficiency in and relevant libraries such as NumPy, Pandas, SciPy, statsmodels, prophet, Darts and QuantLib
Experience developing and back-testing trading strategies using frameworks such as Zipline, Backtrader or custom back-testing solutions
Strong understanding of financial instruments such as equities, fixed income and derivatives
Good knowledge of quantitative techniques such as Time Series Analysis and Monte Carlo simulation
Proven experience developing applications in the financial industry
Basic understanding of MATLAB code, ideally with experience translating MATLAB logic into
Nice to have:
Bachelor’s or Master’s degree in quantitative finance, mathematics, physics, computer science or a related field; PhD is a plus
Experience with data application frameworks such as Streamlit, Plotly Dash or Panel / HoloViz
Solid understanding of term structure of interest rates, yield curve construction and calibration techniques such as bootstrapping and spline fitting
Familiarity with models such as Vasicek, CIR, Hull-White, Nelson-Siegel and Svensson
Experience packaging applications as self-contained deployable binaries
Familiarity with cloud platforms such as Azure or AWS
Experience with containerization technologies such as Docker
Experience with back-end frameworks such as Flask, Django or FastAPI
Strong experience with data manipulation, SQL and NoSQL databases
Certifications in quantitative finance, such as CQF, or recognized data science certifications
Compensation benefits:
A long-term project in a highly professional banking environment
Work on business-critical applications used by reserve managers and traders
A technically challenging role combining , quantitative finance and production software engineering
Close collaboration with experts from Banking Technology, Data & Analytics and Asset Management
24-month contract with likely extension jida58e3f0pn jit0626pn jiy26pn