Lead Quantitative Developer - Systematic

Tasks

• Work closely with portfolio managers to develop, test, and implement large-scale, production-ready multi-asset trading strategies for clients and the firm's own investors.
• Managing the day-to-day development process, managing delivery risks, and coordinating with other teams from concept through construction.
• Developing effective and appropriate work practices within the business unit and throughout the River Group.
• Influencing and contributing to more formal aspects of portfolio modeling and trading workflows.
• Creating the conditions for further investment in trading capital, which is crucial for the future growth of this business segment.

Requirements

General

• 5 years of professional experience in software development, preferably with a focus on quantitative applications.
• Experience in a technical or product role in the private sector; experience successfully developing trading systems is a plus.
• Ability to develop your own (public and internal) multi-asset trading strategies, including their validation, testing, and robustness.
• Strong knowledge of mathematics or other quantitative subjects (engineering, natural sciences, or similar).
• Experience in large-scale software development using C++, Python, Git, etc.
• Experience with structured products and their valuation and structuring.
• Knowledge of simulations and simulation environments, as well as the technical marketplace.
• Curiosity and a willingness to learn, combined with a positive attitude toward continuous self-improvement.
• Feature-oriented code ownership and a product engineering mindset.
• Proficiency (intermediate level) in at least one common programming language (C++, Python, Java, MATLAB, R).

Advanced

• Extensive technical experience as a developer/trader in the creation and implementation of systematic, complex models.
• Experience with complex financial concepts, including valuation, Greeks, hedging, and execution.
• Familiarity with multi-asset portfolios within a risk framework.
• Experience with data structures and algorithms (e.g., C++/Python).
• Knowledge of stochastic modeling and simulation.
• Strong analytical skills with a focus on end-to-end trading.
• A solid understanding of low-latency systems and their impact on performance.
• An understanding of the potential impact of changes in market conditions on strategy performance.
• Experience working with market data.

We offer

• The opportunity to build your business within the River Group and work in integrated teams around the world.
• A culture and commitment to collaboration, diversity, and equal opportunity that enable you to make your mark from day one.
• Access to high-quality health care, life insurance, and long-term care insurance.
• Career development opportunities, including study leave, sabbaticals, on-the-job training, leadership programs, mentoring programs, and access to our mentoring network.
• A flexible benefits plan that reflects individual needs.
• Comprehensive employee benefits, stock options, and health insurance.
• Limited on-site presence is required.

Location

• Shanghai