Quantitative Developer, Risk Technology

Quantitative Developer, Risk Technology ### Quantitative Developer, Risk Technology Apply:
New York, New York:
Full time:
Posted Today:
JR100595##

Job Description:

** Quantitative Developer – Risk Technology
** Jain Global, LLCJain Global is an innovative multi-strategy investment firm founded in July 2024 by Bobby Jain with over 400 employees operating from offices in New York, Houston, London, Singapore, and Hong Kong, we are looking to add to our growing teams.  
** Position Overview
** We are seeking a strong software engineer to join the Risk Technology team of our global hedge fund. This is an engineering-first role: you will own the platforms that capture positions, compute and distribute risk, and put exposure and limit information in front of risk managers and portfolio managers in near real time. The work spans low-latency services, large-scale data pipelines, distributed compute, and the APIs and interfaces that sit on top of them.

You will work alongside quantitative risk analysts who own the models — your job is to make those models run correctly, fast, and reliably at firm scale, across every asset class we trade.  
** Key Responsibilities*
* ** Platform and Systems Engineering
** Design, build, and own the firm's risk calculation and exposure aggregation services, from position capture through to delivered risk numbers.

Develop real-time and intraday risk monitoring systems, including limit frameworks, breach detection, alerting, and drill-down interfaces.

Build well-documented APIs and services (REST/gRPC, streaming) that expose risk data to downstream consumers across the firm.

Deliver front-end tooling and dashboards that let risk managers slice exposure by strategy, desk, asset class, factor, and counter party.

Refactor and modernize legacy risk processes, replacing batch, spreadsheet, and manual steps with tested, version-controlled services.  
** Data Engineering and Integration
** Build resilient pipelines for positions, trades, market data, reference data, and counter party exposures, with automated validation, lineage, and reconciliation. Own time-series and analytical data stores supporting historical risk, stress replays, and time-travel queries.

Integrate with prime brokers, clearing venues, execution platforms, and market data vendors, handling schema drift and vendor outages gracefully.

Ensure consistency of pricing, position, and P&L data between risk systems and Front Office and Finance platforms.  
** Analytics Delivery
** Productionize risk models supplied by Risk Management and Research — VaR, stress and scenario frameworks, factor exposures, sensitivities, and margin analytics.

Translate research prototypes into performant, tested, maintainable production code with clear numerical validation.

Build the tooling that lets model owners backtest, recalibrate, and compare model versions without engineering involvement.

Maintain pricing and sensitivity (Greeks) infrastructure and the libraries that risk and valuation both depend on.  
** Reliability, Performance, and Operations
** Own the reliability of risk systems end to end: monitoring, alerting, runbooks, on-call, and incident follow-up.

Profile and optimize hot paths — vectorization, caching, concurrency, memory layout, and distributed or grid compute workloads.

Meet hard daily deadlines for overnight and intraday risk production, with automated recovery and clear failure semantics.

Build out CI/CD, automated testing, infrastructure as code, and release processes for a platform that cannot silently produce wrong numbers.  
** Collaboration
* * Partner with Market Risk, Credit Risk, the CRO's office, and Portfolio Managers to turn requirements into shipped software.

Work closely with Front Office quant and trading technology teams…