Quant jobs / Bullish

Senior Engineer, Risk Engineering

Implement real-time margin and risk calculations for Bullish’s digital-asset exchange. The role combines Java performance engineering with quantitative models for exposures and stress scenarios.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement margin and risk models as tested Java services.
Optimise allocation, concurrency and JVM performance.
Improve simulation, stress tests and production reliability.

What they ask for

Required

Java backend engineering
Risk models and financial products
Automated testing
Concurrency and performance analysis
Quantitative problem solving

Preferred

Event-sourced systems
Columnar databases, Kotlin or Chronicle Queue

Education: Bachelor’s in computing, engineering or a related technical field.
Experience: At least 5 years in Java backend engineering.
Languages and tools: Java
Git
Docker
Kubernetes
GCP
Markets: crypto, options

How to prepare

Implement a margin calculation and validate it under stressed inputs.
Measure tail latency and memory allocation in a risk-service path.
Build simulation tests for portfolio-risk updates.

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Bullish’s site before applying: requirements, location and pay can change after we check them.

View the posting on Bullish’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Bullish and doesn’t handle applications.