As a Marketplace Quant Developer, you will be the technical-quantitative leader in charge of recreating and optimizing the algorithm which determines the company’s marketplace exchange rates and spreads.
Key responsabilities
Design and implement new exchange rates and spread algorithm from scratch using the company’s marketplace behavior and external reference sources.
Lead the technical refactor of the company’s marketplace pricing architecture and algorithms using cutting-edge technologies, like AI, quantitative analysis, and predictive models.
Design, test, and implement technical functions to balance markets by country or payment methods, maximizing transaction acceptance and completion.
Develop from scratch processes to automate the analysis and monitor market acceptance, completion, and cancellation rates in real-time.
Candidate Requirements
3+ years of experience programming FX models, financial algorithms, financial risk models or brokerage trading algorithms.
5+ years of experience with platform development, system design, object-oriented programming, data structures, and algorithms.
Proficiency with one or more programming languages like C++, C#, Python or Java.
Passion for technology, software development, and mathematics.
Strong programming skills, as the job required 80% – 90% of the time coding.
Exceptional quantitative and analytical skills.
Strong written and verbal communications skills.
Remarkable attention to detail and strong analytical mindset.
Capability to adapt to a fast-moving work environment, be autonomous, be afraid to make decisions, and feel comfortable with uncertainty.
English proficiency.
Nice to have
Bachelor’s, Master’s, or Ph.D. degree in Computer Science, Mathematics, Statistics, or equivalent field
Proficiency with Structured Query Language (SQL), PostgreSQL / Redshift.
An understanding of or exposure to FX markets.
Experience in machine learning or deep learning.
Proficient in libraries such as Pandas, NumPy, SciPy,
SciKit-Learn, etc.
Experience applying uncertainty quantification in computational and real-world applications.
Experience developing with version-control software, such as Git.