Senior Risk Quantitative Developer (Futures Focus)
Geneva Trading3 hours ago
Base Salary
$135k - $175k/yr
Responsibilities
- Design, develop, and maintain quantitative risk models, pricing libraries, and futures margin replication tools.
- Prototype and implement AI and machine learning techniques for predictive risk modeling, anomaly detection, and automated trading surveillance.
- Provide real-time first-line support and monitoring for live trading activity, identifying and escalating risk exposures, breaches, and system anomalies.
- Build, optimize, and scale real-time risk monitoring tools, dashboards, and automated alerting systems.
- Analyze trading behavior and market movements to assess risk implications and refine model parameters.
- Collaborate with traders, operations, and engineering teams to align risk systems with trading strategies.
- Mentor junior team members and guide risk-technology architecture decisions.
- Lead post-trade reviews and risk incident analyses, and implement systemic fixes to prevent recurrence.
Requirements
- At least 5 years of experience in quantitative development, risk modeling, or trading systems within a proprietary trading firm, hedge fund, or investment bank.
- Proven experience building and deploying production quantitative risk models such as VaR, stress testing, and scenario analysis.
- Practical experience with machine learning, data science, or AI modeling techniques.
- Advanced proficiency in Python and strong knowledge of software engineering best practices, data structures, and SQL/NoSQL database management.
- Deep practical understanding of futures markets, exchange mechanics, and trading lifecycles.
- Ability to troubleshoot systems calmly and make sound judgments in a high-stakes live trading environment.
- Excellent communication skills for translating quantitative concepts and risk concerns to technical and non-technical stakeholders.
- Willingness to provide coverage during Asian market hours, including early mornings or overnight shifts.
- Advanced degree, such as a Master’s or Ph.D., in Financial Engineering, Mathematics, Physics, Computer Science, or an equivalent quantitative field is preferred.
- Familiarity with exchange margin methodologies such as SPAN and SPAN 2 is preferred.
- Experience working in a 24/5 or global trading infrastructure is preferred.
Benefits
- Competitive total rewards package with a comprehensive benefits program.
- Eligibility for a performance-based bonus.
- The role may require Asian market-hours coverage, including early mornings or overnight shifts, and experience with 24/5 or global trading infrastructure is valued.
- Application expected to close on 10/01/2026.
Categories
About Geneva Trading
Geneva Trading is a leading proprietary trading firm with a history of consistent success in the listed derivatives markets. Over the past 20 years, we’ve grown significant capital, developed proven technology, and maintained an appetite for diversified trading strategies. We foster innovation and look for people who can solve complex problems that drive immediate results. We've built a culture of collaboration and personal excellence, which allows us to push the bounds of what's possible.