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Python/ C++ Developer - Delta One & Prime Services Quant Team - J13017
The Role & Landscape
As a Quant Developer within the
Delta One & Prime Services Quant
team, you will sit at the intersection of quantitative research and production‑grade software engineering. You will be responsible for designing, implementing, and optimizing real‑time systems that manage billions of dollars in stock borrow/loan inventory and equity swap trade flows.
Front‑Office Collaboration
Work closely with traders and quant researchers to translate complex mathematical prototypes into robust, high‑throughput production code.
System Architecture
Assist in designing and scaling real‑time Python/ C++‑based microservices that drive pricing, risk control, and execution platforms.
Quantitative Research & Optimization
Build models to analyze funding costs, optimize inventory utilization, and balance‑sheet‑efficient trade structuring.
Dashboarding & Visualizations
Design high‑performance trader‑facing GUIs and web dashboards to enable real‑time risk, P&L, and inventory monitoring.
What We Are Looking For
Academic Excellence: A Bachelor’s degree or higher in Computer Science, Mathematics, Physics, or a highly quantitative engineering field from a top‑tier university.
Industry Experience: 4+ years of professional development experience within Prime Services, Stock Borrow/Loan (SBL), Equity Swaps, or Equity Derivatives pricing and risk systems (strong candidates with more years of experience will be actively considered at the Associate Director level).
Technical Arsenal: Advanced expertise in Python, along with solid relational database design (SQL). Familiarity with low‑level languages like C++ or Java is a highly regarded asset.
Frontend Capabilities: Experience building sleek web‑based trader dashboards or GUIs is a major differentiator.
The Persona: A self‑motivated, natural problem‑solver who thrives in high‑pressure, fast‑paced environments and can communicate complex technical solutions to non‑technical stakeholders effortlessly.
Why Apply To This Role?
True Front‑Office Exposure: Your code directly influences trading decisions and P&L daily. This is not a back‑office support role.
Greenfield Projects: Play an integral role in transitioning existing analytical models to modern, scalable, real‑time microservices.
World‑Class Compensation: Benefit from an exceptional base salary coupled with a highly rewarding, performance‑linked discretionary bonus pool.
Unrivaled Career Growth: Take advantage of rapid internal progression pathways within a globally renowned brand.
If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to
Lu Zhang at resume(at)pinpointasia(dot)com
and put
Python/ C++ Developer - Delta One & Prime Services Quant Team - J13017
in the subject header.
#J-18808-Ljbffr
or continue with email
As a Quant Developer within the
Delta One & Prime Services Quant
team, you will sit at the intersection of quantitative research and production‑grade software engineering. You will be responsible for designing, implementing, and optimizing real‑time systems that manage billions of dollars in stock borrow/loan inventory and equity swap trade flows.
Front‑Office Collaboration
Work closely with traders and quant researchers to translate complex mathematical prototypes into robust, high‑throughput production code.
System Architecture
Assist in designing and scaling real‑time Python/ C++‑based microservices that drive pricing, risk control, and execution platforms.
Quantitative Research & Optimization
Build models to analyze funding costs, optimize inventory utilization, and balance‑sheet‑efficient trade structuring.
Dashboarding & Visualizations
Design high‑performance trader‑facing GUIs and web dashboards to enable real‑time risk, P&L, and inventory monitoring.
What We Are Looking For
Academic Excellence: A Bachelor’s degree or higher in Computer Science, Mathematics, Physics, or a highly quantitative engineering field from a top‑tier university.
Industry Experience: 4+ years of professional development experience within Prime Services, Stock Borrow/Loan (SBL), Equity Swaps, or Equity Derivatives pricing and risk systems (strong candidates with more years of experience will be actively considered at the Associate Director level).
Technical Arsenal: Advanced expertise in Python, along with solid relational database design (SQL). Familiarity with low‑level languages like C++ or Java is a highly regarded asset.
Frontend Capabilities: Experience building sleek web‑based trader dashboards or GUIs is a major differentiator.
The Persona: A self‑motivated, natural problem‑solver who thrives in high‑pressure, fast‑paced environments and can communicate complex technical solutions to non‑technical stakeholders effortlessly.
Why Apply To This Role?
True Front‑Office Exposure: Your code directly influences trading decisions and P&L daily. This is not a back‑office support role.
Greenfield Projects: Play an integral role in transitioning existing analytical models to modern, scalable, real‑time microservices.
World‑Class Compensation: Benefit from an exceptional base salary coupled with a highly rewarding, performance‑linked discretionary bonus pool.
Unrivaled Career Growth: Take advantage of rapid internal progression pathways within a globally renowned brand.
If this outstanding opportunity sounds like your next career move, please submit through "Apply Now" or send your resume in Word format to
Lu Zhang at resume(at)pinpointasia(dot)com
and put
Python/ C++ Developer - Delta One & Prime Services Quant Team - J13017
in the subject header.
#J-18808-Ljbffr
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