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Agent guide: [/agents.md](https://www.wearedevelopers.com/agents.md). --- # Senior Risk Quantitative Developer (Futures Focus) - **Company:** Geneva Trading - **Location:** Chicago, IL, United States (Remote available) - **Experience:** Expert - **Salary:** $135,000.0 - $175,000.0 - **Contract:** Permanent contract - **Skills:** Artificial Intelligence, Algorithmic Trading, Data Structures, Python (Programming Language), Machine Learning, NoSQL, Software Construction, SQL Databases, Information Technology - **Published:** August 22, 2026 - **Apply:** https://www.careerjet.com/job/us0d7864e2ed826216e0d0fb8fe39b6b36/eaa ## About the Role * Quantitative & Modeling Expertise: Proven experience building and deploying quantitative risk models (e.g., VaR, stress testing, scenario analysis) within a production environment. * AI Experience & Passion: Practical experience with machine learning, data science, or AI modeling techniques, coupled with a strong enthusiasm for expanding your AI expertise and applying it to complex risk challenges. * Technical Skills: Advanced proficiency in Python, with a strong grasp of software engineering best practices, data structures, and database management (SQL/NoSQL). * Industry Experience: 5+ years of experience in a quantitative development, risk modeling, or trading systems role within a proprietary trading firm, hedge fund, or investment bank. * Market Knowledge: Deep, practical understanding of futures markets, exchange mechanics, and trading lifecycles. * Calm Under Pressure: Exceptional ability to remain composed, troubleshoot systems, and make sound judgments in a fast-moving, high-stakes live trading environment. * Communication: Excellent ability to translate complex quantitative concepts and risk concerns into actionable insights for both technical and non-technical stakeholders. * Flexibility: Willingness to provide coverage during Asian market hours, including early mornings or overnight shifts, as dictated by live trading support needs. Preferred Qualifications: * Advanced degree (Master's or Ph.D.) in a quantitative field such as Financial Engineering, Mathematics, Physics, Computer Science, or equivalent. * Familiarity with exchange margin methodologies (e.g., SPAN, SPAN 2). * Experience working in a 24/5 or global trading infrastructure. ## Description We are seeking an experienced Senior Risk Quantitative Developer to join our proprietary trading firm. This uniquely hybrid role balances building robust quantitative risk models with providing critical first-line support for live trading activity, with a strong focus on futures markets. The ideal candidate is a hands-on builder and a calm problem-solver who thrives at the intersection of quantitative development, risk architecture, real-time market dynamics, and applied artificial intelligence. Key Responsibilities: * Quantitative Development: Design, develop, and maintain quantitative risk models, pricing libraries, and margin replication tools for futures markets. * AI & Machine Learning Integration: Explore, prototype, and implement AI-driven techniques to enhance predictive risk modeling, anomaly detection, and automated trading surveillance. * Live Trading Oversight: Provide real-time, first-line support and monitoring of live trading activity, rapidly identifying and escalating risk exposures, breaches, or system anomalies. * Tooling & Architecture: Build, optimize, and scale real-time risk monitoring tools, dashboards, and automated alerting systems. * Market Analysis: Interpret complex trading behavior and market movements to assess potential risk implications and continuously refine model parameters. * Collaboration & Mentorship: Partner closely with traders, operations, and core engineering teams to align risk systems with trading strategies. 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