Implement mark price algorithms that reflect fair value and ensure stability under volatile market conditions.
Build and maintain index methodologies (e.g., VWAP, TWAP, median-based) for use in settlement, funding rate calculation, and NAV determination.
Support market making and risk systems with accurate and timely price feeds and model calibration, continuously integrating new pricing sources based on business requests to enhance coverage and stability.
Conduct statistical and time-series analysis of price data to detect anomalies, latency patterns, or market manipulation.
Work with exchange infrastructure to ensure low-latency data capture, normalisation, and cross-venue synchronisation.
Collaborate with devops and infra teams to deploy production-ready Java code on trading systems.
Backtest and monitor model performance; propose data-driven improvements to ensure accuracy and robustness.
Document methodologies and contribute to internal pricing standards across the firm.

Senior Quant Developer – Pricing

Key skills