Careers at Jainglobal

Job Description: Data Engineer Intern (Summer 2027 – New York) About Jain Global Jain Global is an innovative multi-strategy investment firm founded in July 2024 by Bobby Jain. With over 400 employees across New York, Houston, London, Singapore, and Hong Kong, we bring together diverse teams to pursue excellence across asset classes and investment styles. We have assembled a unique group of strategy-specific business builders – veteran practitioners that have partnered with our founder to attract world class talent and create a competitive edge in each business. Role Overview We are seeking a highly motivated Data Engineer Intern to join our technology team in New York. This internship offers the opportunity to design, build, and optimize data systems that empower quantitative researchers, data scientists, and portfolio managers. The ideal candidate will have a passion for both engineering excellence and business-driven problem solving, with a keen interest in applying data, coding, and automation to enhance investment insights. As a Data Engineer Intern, you will work closely with portfolio managers, quantitative researchers, and developers to transform raw data into actionable insights. You will help design scalable data pipelines, improve data quality and accessibility, and assist in building tools and platforms that enhance research, trading, and decision-making across the firm. Responsibilities Design, build, and maintain robust data pipelines and architectures that support large-scale financial and alternative datasets. Enhance data quality, integrity, and accessibility across multiple sources, ensuring high standards of accuracy and consistency. Improve internal data platforms and UI tools for better usability and visualization of key datasets. Partner with DevOps to automate deployment, monitoring, and scaling of data systems. Collaborate with quantitative researchers and technologists to operationalize data workflows, models, and analytics tools. Qualifications & Skills Currently pursuing a Master’s or PhD in one of the following disciplines: Applied Mathematics, Engineering (Mechanical, Electrical, or Chemical), Physics, or a related discipline with strong coding experience and an interest in data. Strong programming skills in Python and experience with SQL and data modeling. Familiarity with DevOps practices (CI/CD, containerization, cloud infrastructure). Exposure to data visualization or internal UI tools (Dash, React, etc.). Proven ability to improve data quality, automate workflows, and optimize systems. Strong communication skills and the ability to work collaboratively in a high-performance environment. Why Join Jain Global Mentorship: Work directly with senior investors and researchers in quantitative trading. Ownership: Lead meaningful projects and drive innovation in a collaborative, entrepreneurial setting. Exposure: Gain insight into a multi-strategy investment model and the inner workings of systematic trading. Impact: Develop solutions that influence real investment decisions across asset classes. Entrepreneurial Spirit: Join a culture that encourages creativity, independent thinking, and the pursuit of innovative ideas. Global Reach: Collaborate with teams across New York, Houston, London, Singapore, and Hong Kong. Career Path: Potential for full-time opportunities upon successful completion of the internship Compensation The estimated base salary range for this position is $182,000 for Master's students and $234,000 for Ph.D. students, which is specific to New York and may change in the future. We Are an Equal Opportunity Employer As an employer, we believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of Jain Global teams to drive competitive performance. We believe an inclusive environment can yield exceptional contributions.

Job Description: Quantitative Developer – Risk Technology Position Overview We are seeking a strong software engineer to build and own the equity-volatility risk platform for our global hedge fund. This engineering-first role owns the systems that capture options, futures, swaps and cash equity positions, compute the full volatility greek surface across every book, and deliver exposure and limit information to volatility PMs and risk managers in near real time. Working alongside the quantitative analysts and researchers who own the vol models and beta framework, the engineer makes those models run correctly, fast, and reliably at firm scale — turning per-book risk snapshots into clean, aggregated, drill-downable exposure PMs trust every trading day, across low-latency services, large-scale data pipelines, distributed compute, and the APIs and interfaces on top of them. 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 counterparty. Refactor and modernize existing 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 counterparty exposures, with automated validation, lineage, and reconciliation. Own time-series and analytical data stores supporting historical risk, stress replays, and time-travel queries. 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 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 Risk Managers and Portfolio Managers to turn requirements into shipped software. Work closely with Front Office quant and trading technology teams on shared pricing, position, and market data infrastructure. Collaborate with enterprise IT, data, and platform teams on cloud, networking, security, and compute capacity. Technical Leadership Set engineering standards for the risk stack: code review, testing, documentation, and architectural direction. Mentor junior developers and raise the bar on delivery quality across the team. Evaluate new technologies pragmatically and lead their adoption where they earn their keep. Qualifications Software Engineering (Primary) 5+ years building and operating production systems, with deep expertise in Python and at least experience in one systems language Strong grounding in distributed systems, concurrency, service design, and API design; you have owned systems in production, not just written code for them. Solid engineering discipline: automated testing, code review, CI/CD, observability, and infrastructure as code. Comfortable with performance work — profiling, benchmarking, and reasoning about latency and throughput rather than guessing. Data and Infrastructure Proficiency with SQL and analytical or columnar stores Experience with streaming and messaging systems (Kafka, Redis, or equivalent) and workflow orchestration (Airflow, Dagster, or in-house schedulers). Hands-on experience with containers, Kubernetes, and at least one major cloud platform, alongside grid or distributed compute frameworks. Track record handling large-scale data volumes where correctness and timeliness both matter. Domain Knowledge Experience at a hedge fund, asset manager, investment bank, or similar institution, ideally supporting risk, valuation, or front-office systems. Working familiarity with multi-asset instruments and derivatives, and with how risk is measured and monitored in practice — VaR, stress testing, sensitivities, limits, margin, and financing. You do not need to derive the models, but you should be able to read them, reason about their inputs and outputs, and spot when a number looks wrong. Education BS/MS in Computer Science, Engineering, Mathematics, Physics, or a related quantitative field. An advanced degree is welcome but strong engineering experience matters more. Soft Skills Pragmatic problem solver with high standards for correctness and attention to detail under time pressure. Clear communicator, able to work directly with risk managers and traders and translate between business need and technical design. Self-motivated, proactive, and comfortable owning systems in a demanding, fast-moving environment. Why Join Us Ownership: Take end-to-end responsibility for platforms the firm relies on every trading day. Proximity to the Business: Sit with risk managers and portfolio managers; see the impact of your work immediately. Engineering Depth: Hard problems in latency, scale, and correctness, on modern infrastructure with real budget behind it. Global Exposure: Operate within a world-class organization spanning multiple regions, asset classes, and markets. Career Development: Join a firm that values expertise, initiative, and innovation, with opportunities for growth and leadership. Location: London Compensation: Jain Global offers a total compensation package which includes a base salary, discretionary bonus, and comprehensive benefits. The estimated base salary range for this position is £150,000- £170,000 which is specific to London and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package. We are an Equal Opportunity Employer As an employer, we believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of Jain Global teams to drive competitive performance. We believe an inclusive environment can yield exceptional contributions.

Job Description: Senior Finance Developer Location: New York, NY About Jain Global Jain Global is an innovative multi-strategy / multi-manager investment firm founded on the basis of achieving scale on Day 1 across regions, markets and investors. 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. Responsibilities Run a team of onshore and offshore developers Build and maintain full stack applications using Python and DASH Develop APIs and backend services Work with databases and data platforms including Snowflake and AWS RDS Collaborate with product, data, and engineering teams to solve business problems Debug and optimize systems across frontend, backend, and data layers Write clean, scalable, and well-tested code Take ownership of projects and deliver features end-to-end Requirements Strong foundation in: Python REST APIs SQL Snowflake AWS RDS / Postgres / MySQL Git and modern development workflows Strong analytical and problem-solving skills High work ethic and attention to detail Comfortable working in a fast-paced environment Experience building Finance tools/dashboards Experience facing off against senior stakeholders in Finance Experience of AWS or cloud infrastructure Exposure with Docker or CI/CD pipelines Interest in AI/LLMs or data engineering Ideal Candidate Smart, driven, and intellectually curious Comfortable wearing multiple hats Enjoys solving difficult technical problems Thrives in a collaborative, high-performance team environment Compensation Jain Global offers a total compensation package which includes a base salary, discretionary bonus, and comprehensive benefits. The estimated base salary range for this position is $220,000 to $250,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package. We are an Equal Opportunity Employer As an employer, we believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of Jain Global teams to drive competitive performance. We believe an inclusive environment can yield exceptional contributions.

Job Description: Role Overview We are seeking a Senior Core Developer who combines deep technical expertise with strong product intuition and stakeholder alignment. This role is central to the design and evolution of the firm’s internal core platform, enabling the delivery of high-impact, scalable software solutions across front, middle, and back-office teams. The ideal candidate will be a product-oriented engineer—comfortable working closely with business users to understand their workflows and pain points, and delivering tooling, frameworks, and services that directly improve the speed and quality of internal application development. This is a high-ownership, cross-functional role within a global, fast-moving environment. Key Responsibilities Design and build internal core platform services (e.g., authentication, user permissions, UI frameworks, data access layers) that power business-critical applications. Partner with PMs, operations, risk, compliance, investment teams, and other enterprise-scale business functions (e.g., marketing, or data platforms) to understand use cases, prioritize features, and deliver thoughtful, well-scoped solutions. Own core components of the application stack including service orchestration, observability, error handling, deployment pipelines, and shared libraries. Define standards for application architecture, frontend/backend patterns, and platform onboarding for internal developer teams. Drive the delivery of reusable frameworks that reduce development time and promote consistency across teams. Collaborate with infrastructure, data, and security teams to ensure resilience, security, and scalability of platform components. Mentor engineers and champion best practices across product development, testing, and operational support. Design and integrate generative AI workflows, vector databases, and LLM-powered services to accelerate internal application development. Qualifications 6+ years of experience as a software or core platform engineer in complex, high-performance environments (e.g., hedge funds, fintech, capital markets, enterprise SaaS, or large-scale data/AI platforms). Proven success delivering internal tooling or shared platforms with a clear focus on user needs and business alignment. Strong software engineering skills in Python; experience with C++, Java, C#, or other compiled languages a plus. Familiar with multi-threading concepts building high throughput, low latency systems; experience with backend frameworks (e.g., FastAPI, Node.js). Hands-on experience with building cloud-native apps, containerization (Docker), orchestration (Kubernetes), CI/CD (GitHub Actions, ArgoCD, Jenkins, Spinnaker, or equivalent tools), and cloud infrastructure (AWS preferred, GCP experience welcome). Experience integrating generative AI and LLMs into modern technical solutions (e.g., LLM orchestration, RAG, embeddings, vector databases). Familiarity with RBAC/ABAC, microservice architecture, and service mesh patterns. Excellent communication skills; ability to translate between technical and non-technical audiences and drive cross-functional initiatives. Preferred Experience Experience working with non-technical stakeholders (e.g., operations, risk, compliance, finance) to co-design workflows and applications. Exposure to low-code/no-code platforms or internal developer portals. Prior experience in building application platforms or shared component libraries in fast-growing organizations. Knowledge of operational or risk-related workflows in a hedge fund, financial institution or similarly regulated/high-performance industries. Compensation Jain Global offers a total compensation package which includes a base salary, discretionary bonus, and comprehensive benefits. The estimated base salary range for this position is $190,000 to $225,000, which is specific to New York and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package. We are an Equal Opportunity Employer As an employer, we believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of Jain Global teams to drive competitive performance. We believe an inclusive environment can yield exceptional contributions.

Job Description: We are seeking a hands-on DevOps Engineer to join our Global Cloud and DevOps team, based in London. The role will focus on building and operating the automation, platforms, and tooling that allow development teams to deploy and manage applications reliably and securely. Key areas include IaC, CI/CD, Kubernetes, observability, AWS services, and developer self-service. The engineer will collaborate closely with global cloud, infrastructure, security, and application development teams. As our cloud and platform operating model evolves, the role may also contribute to adjacent cloud foundation and infrastructure initiatives. Key Responsibilities Build and maintain reusable IaC modules and automation using Terraform. Develop self-service capabilities for engineering teams to provision and manage approved AWS resources. Provision and operate AWS services including EC2, EKS, RDS, S3, MSK, ElastiCache, IAM, and CloudWatch. Build and maintain CI/CD pipelines using GitHub Actions and related tooling. Manage and improve Kubernetes platforms, GitOps workflows, Helm charts, and application onboarding. Develop monitoring, logging, alerting, and observability capabilities using Grafana, Prometheus, DataDog, Loki, and CloudWatch. Support cloud networking and connectivity across AWS accounts, regions, on-prem environments, and other cloud platforms we use. Implement and maintain secure IAM, encryption, network security, secrets management, and compliance controls. Improve the reliability, scalability, security, and operational supportability of shared platforms. Automate manual processes and improve the consistency of infrastructure and application deployments. Support development teams with infrastructure design, troubleshooting, performance analysis, and production readiness. Participate in incident response, root-cause analysis, and preventative improvement work. Embed security, access control, secrets management, and governance requirements into platform tooling. Collaborate with technology teams across Singapore, London, New York, and other locations. Contribute to cloud foundation, networking, storage, and resilience initiatives where they intersect with application delivery. Required Skills and Experience 4+ years of hands-on experience in DevOps, platform engineering, cloud engineering, Site Reliability Engineering, or a related role. Strong practical experience with AWS and services such as EC2, EKS, IAM, RDS, S3, and CloudWatch. Strong experience with Terraform and Infrastructure as Code. Hands-on experience with Kubernetes and Docker. Experience building and maintaining CI/CD pipelines, preferably using GitHub Actions. Strong scripting and automation skills using Python, Bash, or a similar language. Experience with monitoring, logging, alerting, and observability platforms. Solid understanding of cloud security, including IAM, encryption, network security, secrets management, and compliance controls. Strong understanding of cloud networking and hybrid connectivity, including routing, DNS, VPC peering, Transit Gateway, Direct Connect, or ExpressRoute. Experience troubleshooting cloud infrastructure, network connectivity, and distributed applications. Strong communication skills and the ability to work effectively with globally distributed teams. A pragmatic engineering mindset focused on automation, reliability, and maintainable solutions. Preferred Qualifications Experience with Argo CD, Helm, or other GitOps tooling. Familiarity with Airflow, Snowflake, or Apache Iceberg. Experience with Apache Kafka or Amazon MSK. Experience with hybrid cloud, enterprise networking, or multi-account AWS environments. Experience with Ansible or similar configuration management tools. Experience in financial services, trading, fintech, or another high-availability environment. Relevant AWS certification. Compensation Jain Global offers a total compensation package which includes a base salary, discretionary bonus, and comprehensive benefits. The estimated base salary range for this position is £120,000 – £170,000 which is specific to London and may change in the future. When finalizing an offer, we take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package. We are an Equal Opportunity Employer As an employer, we believe every individual brings with them unique diversity of thought and perspectives to meaningfully enrich perspectives of Jain Global teams to drive competitive performance. We believe an inclusive environment can yield exceptional contributions.

Job Description: Quantitative Developer – Risk Technology Global Hedge Fund | Singapore / Hong Kong 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 counterparty. 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 counterparty 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 on shared pricing, position, and market data infrastructure. Collaborate with enterprise IT, data, and platform teams on cloud, networking, security, and compute capacity. Support regulatory reviews, investor due diligence, and internal risk governance with reliable data and clear technical documentation. Technical Leadership Set engineering standards for the risk stack: code review, testing, documentation, and architectural direction. Mentor junior developers and raise the bar on delivery quality across the team. Evaluate new technologies pragmatically and lead their adoption where they earn their keep. Qualifications BS/MS in Computer Science, Engineering, Mathematics, Physics, or a related quantitative field. An advanced degree is welcome but strong engineering experience matters more. ​​8+ years building and operating production systems, with deep expertise in Python and at least one systems language (C++, C#, Java, or Rust). Strong grounding in distributed systems, concurrency, service design, and API design; you have owned systems in production, not just written code for them. Solid engineering discipline: automated testing, code review, CI/CD, observability, and infrastructure as code. Comfortable with performance work — profiling, benchmarking, and reasoning about latency and throughput rather than guessing. Proficiency with SQL and analytical or columnar stores, plus time-series technologies (kdb+/q, ClickHouse, Arctic, or similar). Experience with streaming and messaging systems (Kafka, Redis, or equivalent) and workflow orchestration (Airflow, Dagster, or in-house schedulers). Hands-on experience with containers, Kubernetes, and at least one major cloud platform, alongside grid or distributed compute frameworks. Track record handling large-scale data volumes where correctness and timeliness both matter. Experience at a hedge fund, asset manager, investment bank, or similar institution, ideally supporting risk, valuation, or front-office systems. Working familiarity with multi-asset instruments and derivatives, and with how risk is measured and monitored in practice — VaR, stress testing, sensitivities, limits, margin, and financing. You do not need to derive the models, but you should be able to read them, reason about their inputs and outputs, and spot when a number looks wrong. Awareness of relevant reporting requirements (e.g., Form PF, AIFMD, EMIR, position and short-sale disclosures) across jurisdictions is a plus. Pragmatic problem solver with high standards for correctness and attention to detail under time pressure. Clear communicator, able to work directly with risk managers and traders and translate between business need and technical design. Self-motivated, proactive, and comfortable owning systems in a demanding, fast-moving environment. Why Join Us Ownership: Take end-to-end responsibility for platforms the firm relies on every trading day. Proximity to the Business: Sit with risk managers and portfolio managers; see the impact of your work immediately. Engineering Depth: Hard problems in latency, scale, and correctness, on modern infrastructure with real budget behind it. Global Exposure: Operate within a world-class organization spanning multiple regions, asset classes, and markets. Career Development: Join a firm that values expertise, initiative, and innovation, with opportunities for growth and leadership. Location & Compensation Location: Singapore / Hong Kong Compensation: Competitive salary with performance-based bonuses and benefits.

Job Description: Quantitative Developer – Risk Technology Global Hedge Fund | Singapore / Hong Kong 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 counterparty. 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 counterparty 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 on shared pricing, position, and market data infrastructure. Collaborate with enterprise IT, data, and platform teams on cloud, networking, security, and compute capacity. Support regulatory reviews, investor due diligence, and internal risk governance with reliable data and clear technical documentation. Technical Leadership Set engineering standards for the risk stack: code review, testing, documentation, and architectural direction. Mentor junior developers and raise the bar on delivery quality across the team. Evaluate new technologies pragmatically and lead their adoption where they earn their keep. Qualifications BS/MS in Computer Science, Engineering, Mathematics, Physics, or a related quantitative field. An advanced degree is welcome but strong engineering experience matters more. ​​8+ years building and operating production systems, with deep expertise in Python and at least one systems language (C++, C#, Java, or Rust). Strong grounding in distributed systems, concurrency, service design, and API design; you have owned systems in production, not just written code for them. Solid engineering discipline: automated testing, code review, CI/CD, observability, and infrastructure as code. Comfortable with performance work — profiling, benchmarking, and reasoning about latency and throughput rather than guessing. Proficiency with SQL and analytical or columnar stores, plus time-series technologies (kdb+/q, ClickHouse, Arctic, or similar). Experience with streaming and messaging systems (Kafka, Redis, or equivalent) and workflow orchestration (Airflow, Dagster, or in-house schedulers). Hands-on experience with containers, Kubernetes, and at least one major cloud platform, alongside grid or distributed compute frameworks. Track record handling large-scale data volumes where correctness and timeliness both matter. Experience at a hedge fund, asset manager, investment bank, or similar institution, ideally supporting risk, valuation, or front-office systems. Working familiarity with multi-asset instruments and derivatives, and with how risk is measured and monitored in practice — VaR, stress testing, sensitivities, limits, margin, and financing. You do not need to derive the models, but you should be able to read them, reason about their inputs and outputs, and spot when a number looks wrong. Awareness of relevant reporting requirements (e.g., Form PF, AIFMD, EMIR, position and short-sale disclosures) across jurisdictions is a plus. Pragmatic problem solver with high standards for correctness and attention to detail under time pressure. Clear communicator, able to work directly with risk managers and traders and translate between business need and technical design. Self-motivated, proactive, and comfortable owning systems in a demanding, fast-moving environment. Why Join Us Ownership: Take end-to-end responsibility for platforms the firm relies on every trading day. Proximity to the Business: Sit with risk managers and portfolio managers; see the impact of your work immediately. Engineering Depth: Hard problems in latency, scale, and correctness, on modern infrastructure with real budget behind it. Global Exposure: Operate within a world-class organization spanning multiple regions, asset classes, and markets. Career Development: Join a firm that values expertise, initiative, and innovation, with opportunities for growth and leadership. Location & Compensation Location: Singapore / Hong Kong Compensation: Competitive salary with performance-based bonuses and benefits.