Fynetra

Overview Role Overview: Lead development of credit and market risk frameworks-model implementation, automation tools, stress testing infrastructure, and risk analytics for enterprise risk management. Must-Haves: 8+ years of quantitative risk analytics or 5 years + grad degree Apply for this position Full Name Email Phone Linkedin Upload CV/Resume Maximum allowed file size is 8 MB. Allowed Type(s): .pdf, .doc, .docx By using this form you agree with the storage and handling of your data by this website.

Location: Perm, Hybrid Role Overview Own end-to-end workflow systems-from research, trading analytics, to execution. Build data pipelines, trading UI tools, and collaborate directly with investment teams. Must-Haves BS/MS in CS, Engineering, Math, Physics 3+ years in quant/technical roles within invest. industry Strong Python; C++, R, Node.js/React are a plus Experience with high-volume financial data sets and agile execution environments Why It Stands Out Work directly with PMs in a small, fast-paced firm