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Specialized quant finance domain reduces applicant pool, but common DevOps title and metro hiring keep competition medium.
Requires quant finance, low-latency and HPC expertise, making skills less transferable across industries.
Explicit 6–10 years, mandatory quant finance exposure, and specific cloud/Kubernetes/Terraform skills make filters stringent.
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Design, build, and operate CI/CD pipelines and cloud infrastructure supporting quantitative research, pricing, risk, and trading platforms.
Ensure reliable, performant, and secure deployment and operation of quant models, risk systems, and market data platforms in regulated financial services.
Manage observability, incident response, and compliance adherence for quant technology environments.
6 to 10 years of DevOps or Platform Engineering experience with exposure to quantitative finance or capital markets technology.
Strong expertise in CI/CD tools (GitLab CI, Jenkins, GitHub Actions), Kubernetes administration (EKS/AKS), and infrastructure-as-code with Terraform.
Proficiency in Python and shell scripting for automation, with hands-on experience in AWS and/or Azure cloud environments.
Solid understanding of financial services regulatory frameworks (SOX, MiFID II, APRA) impacting DevOps practices.
Someone with a strong technical background bridging DevOps and quantitative finance technology domains.
Experience managing complex, multi-component financial technology systems requiring zero-downtime deployments and stringent security/compliance.
Demonstrated ability to operate cloud-based HPC infrastructure and optimize for high-performance, latency-sensitive quant workloads.