{"schemaVersion":"jobsearcher.job.v1","id":"32b0d5df701ddfa08972ce14","url":"https://jobsearcher.com/jobs/32b0d5df701ddfa08972ce14","canonicalUrl":"https://jobsearcher.com/jobs/32b0d5df701ddfa08972ce14","title":"Quantitative Engineer (Python / Java)","description":"Senior Quantitative Engineer (Python / Java) – Market Risk Technology📍 Location: Jersey City, NJ (Hybrid – 3 days onsite per week)💼 Employment Type: Contract-to-HireJoin One of Our Direct ClientsWe are partnering with one of our direct clients, a global leader in the financial services industry, to hire multiple Senior Quantitative Engineers for a Contract-to-Hire opportunity.This is an exciting opportunity to join a high-impact Market Risk Technology team responsible for building next-generation pricing, risk analytics, and distributed computing platforms that support global trading operations. We're looking for experienced engineers with expertise in Python or Java/Spark, strong knowledge of capital markets, and a passion for solving complex engineering challenges at scale.About the RoleAs a Senior Quantitative Engineer, you will design, develop, and optimize enterprise-scale pricing and market risk platforms capable of processing millions of financial calculations across distributed cloud environments. You'll work closely with quantitative researchers, traders, and risk management teams to deliver scalable, high-performance solutions.Key ResponsibilitiesDesign, build, and optimize large-scale market risk and pricing applications.Develop scalable distributed systems for high-volume financial calculations.Build cloud-native applications using AWS and modern engineering practices.Design and optimize pricing engines and risk analytics platforms.Collaborate with quantitative researchers, traders, and risk management teams.Improve system performance, scalability, reliability, and operational efficiency.Develop APIs and backend services supporting risk and pricing workflows.Participate in architecture, code reviews, and technical leadership initiatives.Required Qualifications8+ years of professional software engineering experience.Strong expertise in either: Python (quantitative engineering, pricing, market risk), orJava with Apache Spark (distributed data processing and risk platforms)Experience building high-performance distributed systems.Hands-on experience with AWS or other cloud platforms.Experience with Docker, Kubernetes, and containerized deployments.Strong understanding of distributed computing and performance optimization.Excellent analytical, communication, and problem-solving skills.Bachelor's degree in computer science, Engineering, Mathematics, or a related technical field.Preferred ExperienceExperience in one or more of the following:Market Risk TechnologyCapital MarketsDerivativesPricing EnginesFront Office TechnologyValue at Risk (VaR)Monte Carlo SimulationsXVARisk AnalyticsHigh-Performance Computing (HPC)Cloud Grid ComputingApache SparkFinancial EngineeringTechnical BackgroundPython Quantitative EngineeringExpert Python developmentQuantitative pricing modelsMarket risk calculationsFront-office pricing systemsLarge-scale cloud-based pricing platformsJava / Spark EngineeringJava, Spring Boot, MicroservicesApache SparkDistributed data processingHigh-performance backend developmentCloud-native architectureWhy Join?Contract-to-Hire opportunity with one of our direct clients.Work on enterprise-scale market risk and pricing platforms used in global financial markets.Collaborate with quantitative researchers, traders, and experienced engineering teams.Solve challenging distributed computing and quantitative finance problems using modern cloud technologies.Strong potential for long-term career growth upon successful conversion.If you have experience building large-scale distributed systems and a background in quantitative finance, market risk, or capital markets using Python or Java/Spark, we'd love to connect with you.","company":"Qualified Recruiter","rawCompany":"qualified recruiter","city":"Jersey City","state":"NJ","isRemote":false,"isActive":false,"createdAt":"2026-08-08T11:46:12.976Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"15-1252.00","title":"Software Developers","slug":"software-developers"},{"code":"15-1299.08","title":"Computer Systems Engineers/Architects","slug":"computer-systems-engineers-architects"}],"industries":[{"code":"541511","title":"Custom Computer Programming Services","slug":"custom-computer-programming-services"},{"code":"541512","title":"Computer Systems Design Services","slug":"computer-systems-design-services"},{"code":"513210","title":"Software Publishers","slug":"software-publishers"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Engineer (Python / Java)","description":"Senior Quantitative Engineer (Python / Java) – Market Risk Technology📍 Location: Jersey City, NJ (Hybrid – 3 days onsite per week)💼 Employment Type: Contract-to-HireJoin One of Our Direct ClientsWe are partnering with one of our direct clients, a global leader in the financial services industry, to hire multiple Senior Quantitative Engineers for a Contract-to-Hire opportunity.This is an exciting opportunity to join a high-impact Market Risk Technology team responsible for building next-generation pricing, risk analytics, and distributed computing platforms that support global trading operations. We're looking for experienced engineers with expertise in Python or Java/Spark, strong knowledge of capital markets, and a passion for solving complex engineering challenges at scale.About the RoleAs a Senior Quantitative Engineer, you will design, develop, and optimize enterprise-scale pricing and market risk platforms capable of processing millions of financial calculations across distributed cloud environments. You'll work closely with quantitative researchers, traders, and risk management teams to deliver scalable, high-performance solutions.Key ResponsibilitiesDesign, build, and optimize large-scale market risk and pricing applications.Develop scalable distributed systems for high-volume financial calculations.Build cloud-native applications using AWS and modern engineering practices.Design and optimize pricing engines and risk analytics platforms.Collaborate with quantitative researchers, traders, and risk management teams.Improve system performance, scalability, reliability, and operational efficiency.Develop APIs and backend services supporting risk and pricing workflows.Participate in architecture, code reviews, and technical leadership initiatives.Required Qualifications8+ years of professional software engineering experience.Strong expertise in either: Python (quantitative engineering, pricing, market risk), orJava with Apache Spark (distributed data processing and risk platforms)Experience building high-performance distributed systems.Hands-on experience with AWS or other cloud platforms.Experience with Docker, Kubernetes, and containerized deployments.Strong understanding of distributed computing and performance optimization.Excellent analytical, communication, and problem-solving skills.Bachelor's degree in computer science, Engineering, Mathematics, or a related technical field.Preferred ExperienceExperience in one or more of the following:Market Risk TechnologyCapital MarketsDerivativesPricing EnginesFront Office TechnologyValue at Risk (VaR)Monte Carlo SimulationsXVARisk AnalyticsHigh-Performance Computing (HPC)Cloud Grid ComputingApache SparkFinancial EngineeringTechnical BackgroundPython Quantitative EngineeringExpert Python developmentQuantitative pricing modelsMarket risk calculationsFront-office pricing systemsLarge-scale cloud-based pricing platformsJava / Spark EngineeringJava, Spring Boot, MicroservicesApache SparkDistributed data processingHigh-performance backend developmentCloud-native architectureWhy Join?Contract-to-Hire opportunity with one of our direct clients.Work on enterprise-scale market risk and pricing platforms used in global financial markets.Collaborate with quantitative researchers, traders, and experienced engineering teams.Solve challenging distributed computing and quantitative finance problems using modern cloud technologies.Strong potential for long-term career growth upon successful conversion.If you have experience building large-scale distributed systems and a background in quantitative finance, market risk, or capital markets using Python or Java/Spark, we'd love to connect with you.","datePosted":"2026-08-08T11:46:12.976Z","dateModified":"2026-08-08T11:46:12.976Z","hiringOrganization":{"@type":"Organization","name":"Qualified Recruiter","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Jersey City","addressRegion":"NJ","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"32b0d5df701ddfa08972ce14"},"url":"https://jobsearcher.com/jobs/32b0d5df701ddfa08972ce14"}}