? Hiring: Python Quant Developer (Legacy QIS Development)

? Location: Remote

? Contract Duration: 1 Year

? Experience: 5–8 Years

About the Role

We are looking for a highly skilled Python Quant Developer to support the migration of a legacy Quantitative Investment Strategies (QIS) platform into a modern strategic architecture.

This is a hands-on engineering role focused on quant development, platform modernization, and migration, rather than quantitative research. The ideal candidate should have strong expertise in Python, derivatives, pricing/risk engines, and investment banking technology.

Key Responsibilities

Reverse engineer legacy quantitative models, calculations, and analytics.

Migrate pricing, index calculation, and analytics logic to a contemporary strategic platform.

Support the consolidation of multiple QIS capabilities into a unified architecture.

Perform reconciliation, validation, regression testing, and quality assurance throughout the migration.

Collaborate with Quants, Traders, and Engineering teams to ensure successful platform transformation.

Develop scalable, production-grade Python solutions for financial analytics.

Work with APIs, distributed systems, and quantitative libraries.

Mandatory Skills

5–8 years of experience in Investment Banking or Capital Markets Technology

Strong hands-on expertise in Python development

Experience with Derivatives and Structured Products





Experience developing or maintaining

Pricing Engines

Risk Engines

Quantitative Libraries

Experience in legacy platform modernization or migration projects

Strong numerical and quantitative problem-solving skills

Experience with APIs, distributed systems, and production software

Hands-on experience in reconciliation, validation, and regression testing

Ability to work closely with Quants, Traders, and Technology teams

Preferred Skills

Experience with QIS (Quantitative Investment Strategies) platforms

Index calculation platforms

Commodities analytics

Experience interpreting and modernizing complex legacy codebases

Desired Candidate Profile

We're looking for professionals who are:

Hands-on and execution-focused

Strong analytical and problem-solving skills

Delivery-oriented with the ability to work in ambiguous environments

Comfortable balancing technical depth with business priorities

Preferred Background

Candidates from the following organizations will be highly preferred:

Goldman Sachs

JPMorgan

Morgan Stanley

Barclays

Deutsche Bank

UBS

Murex

Bloomberg

MSCI

FactSet

LSEG

WorldQuant

Tower Research Capital

Quadeye

Graviton Research Capital

Candidates with Python + Derivatives + Pricing/Risk Platform Development experience will be considered the strongest fit.

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