- Implementar y mantener librerías de valuación y riesgo para instrumentos: bonos, money market, FX (spot/fwd), swaps (IRS/CCS), repos y extensiones (opciones / alternativos si aplica).
- Construcción y consumo de curvas (discounting/forecasting), bootstrap, interpolación/extrapolación, day count, calendars, roll conventions, schedules, etc.
- Cálculo y optimización de métricas: MTM/NPV, YTM/price, DV01, duration, convexity, sensibilidades, PnL explain (price/curve/FX), escenarios y stress testing.
- Implementar métodos numéricos: root finding (Brent/Newton), solver de yields, calibración simple, control de tolerancias y estabilidad.
- Validación cuantitativa: comparación contra benchmarks (Excel, Bloomberg/LVA/RiskAmerica u otras), tolerancias, casos límite, análisis de diferencias.
- Integración con el stack: persistencia y extracción eficiente en Oracle (SQL avanzado, JSON_TABLE si aplica), performance tuning.
- Definir estándares de testing cuantitativo: regression packs, golden files, pruebas de no-arbitraje, monotonicidad de curvas, invariantes.
- Documentación técnica y funcional de modelos (supuestos, fórmulas, convenciones, fuentes de datos).
- Experiencia sólida en pricing/risk de renta fija y derivados (ideal: 5+ años, ajustable).
- Java (idealmente Java 8+) implementando librerías numéricas/financieras (BigDecimal/doubles con criterio).
- SQL avanzado (ideal Oracle) y performance (planes, índices, analytic functions, CTEs).
- Conocimiento de: day count, compounding, schedules, fixing, settlement, cashflows, discount factors.
- VaR histórico / paramétrico, backtesting, risk attribution, buckets.
- Experiencia con integración de market data providers y reconciliación de fuentes (curvas/precios).
- Conocimiento de microservicios, profiling, observabilidad, CI/CD.
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Senior Quant Developer – Pricing - México - VMetrix

hace 1 día
Descripción
VMetrix es una Fintech B2B que está transformando la forma en que las instituciones financieras gestionan inversiones, riesgo y tesorería. Nuestra plataforma SaaS Front to Back to Risk permite a bancos, aseguradoras, administradoras de fondos, corredoras y otras instituciones financieras implementar tecnología de clase mundial en meses, no en años, bajo un modelo flexible y escalable.
Operamos en múltiples países y trabajamos con organizaciones donde las decisiones se toman a través de comités de compra, licitaciones y procesos altamente rigurosos, en un entorno donde la confianza, la reputación y la certeza son determinantes.
Buscamos un/a Senior Quant Developer – Pricing & Risk
Objetivo del rol:
Diseñar, implementar y validar modelos cuantitativos de pricing, curvas, métricas de riesgo y simulación, integrándolos en una plataforma transaccional en Java y Oracle. El rol combina criterio cuantitativo (métodos numéricos, modelos, validación) con rigor de ingeniería (performance, pruebas, trazabilidad y estabilidad productiva).
Responsabilidad
Requisitos (imprescindibles):
Muy deseable:
Por qué trabajar en VMetrix
En VMetrix no buscamos hacer "más ruido", sino construir confianza en un mercado donde las decisiones importan. Tendrás la oportunidad de liderar una función estratégica, con autonomía real e impacto directo en el negocio.
Serás parte de una empresa que está redefiniendo cómo las instituciones financieras adoptan tecnología crítica, en un entorno desafiante, sofisticado y de alto nivel profesional.
Si te motiva construir marca, reputación y relaciones de largo plazo en el corazón del sistema financiero, VMetrix es el lugar.
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