Quant Developer (Sydney)
Confirmed on the employer's own hiring board on Oct 5, 2026. First seen by Alion on Oct 3, 2026.
At Quantifi, we’re building advanced risk, trading, and analytics software used by some of the world’s largest and most sophisticated financial institutions - from global investment banks to leading asset managers and commodities firms.
Our development team sits at the heart of this mission, applying modern technologies to solve complex problems in financial derivatives, risk management, and pricing. We value clean architecture, performance, scalability, and developer excellence.
We are looking for a Quant Developer to join our Sydney engineering team. This role is for someone who understands derivative pricing and risk, can work effectively with front-office users, and enjoys building production-quality software in a large, mature codebase.
The successful candidate will work primarily in C#/.NET on Quantifi’s pricing, risk, and analytics platform. The role sits at the intersection of software engineering, quantitative finance, and real-world trading workflows, requiring close collaboration with Quantitative Research, Product, QA, Professional Services, and other engineering teams.
Responsibilities:
Design, build, test, and maintain production-quality quantitative software using C#/.NET.
Develop and enhance pricing, risk, analytics, and portfolio management functionality across major asset classes.
Contribute to the modernization and evolution of a mature, business-critical codebase.
Work closely with Quantitative Research, Product, QA, Professional Services, and Engineering teams to deliver robust solutions.
Actively participate in code reviews and contribute to improving code quality and development standards.
Troubleshoot and resolve complex technical issues in production environments.
Contribute to performance optimization and system scalability.
Support continuous improvement of development workflows, tooling, and CI/CD processes.
Required Qualifications and Skills:
Bachelor’s degree in Computer Science, Mathematics, Engineering, Physics, Finance, or another STEM discipline, or equivalent practical experience.
3+ years of hands-on experience developing with C#/.NET in production environments.
Prior experience in Financial Derivatives Pricing and Risk Management
Solid understanding of derivative pricing concepts, risk measures, and capital markets workflows.
Experience in relational databases and SQL.
Experience working on complex, distributed, or high-performance systems.
Strong debugging and problem-solving skills.
Ability to work independently while contributing effectively to a team.
Effective communication skills and a collaborative mindset.
Nice to have:
Experience with cloud native technologies
Experience working with front-office, risk, trading, or capital markets systems.
Familiarity with Git and CI/CD pipelines.
Experience optimizing performance in large, complex codebases.
What we offer:
Work on mission-critical technology powering financial decision-making at global firms.
Collaborate in a flat, agile, and technically-driven environment.
Contribute to a mature, business-critical platform while helping shape future technology initiatives.
Join a company that values technical excellence, innovation, and autonomy.
Work closely with experienced engineers, quantitative researchers, product specialists, and client-facing teams.