Senior Backend Developer - Quantitative Finance & Pricing Services (f/m/d)

Date: 4 Aug 2026

Location: Frankfurt am Main, DE

Company: Deutsche Börse Group

Your area of work:

Deutsche Börse Group is one of the world's leading market infrastructure providers, offering trading, clearing, settlement, and market data services across a broad range of asset classes.

Risk IT is part of the Risk Product organization, serving the Risk Management department of Eurex Clearing AG — regulated under EMIR and MaRisk.

Our Pricing Services team builds and maintains mission-critical applications delivering market data and derivatives pricing functionality to Eurex Clearing's Risk Management systems, developed on cloud-native principles using a modern technology stack.

 

Your responsibilities:

 

  • Design, develop, test, deploy, maintain, and improve software for the pricing of financial instruments, with a focus on derivatives
  • Align closely with the prototyping team on the business side, as well as with functional analysts and business users
  • Support the Head of Unit Pricing Services in reporting and planning activities
  • Contribute to audit processes and support the mitigation of respective findings where required
  • Stay current with emerging technologies and actively apply relevant developments to your work
  • Foster a collaborative, appreciative, and inclusive team culture
  • Participate in occasional business trips to Prague, where more than 50% of the Pricing Services team is based

 

Your profile:

 

  • Proven experience as a Backend Developer with a background in Quantitative Finance
  • Strong proficiency in Java 17+ or C++, with familiarity in SQL databases
  • Experience building distributed applications on Linux
  • Results-oriented mindset with high standards for the quality of work products
  • Excellent communication skills with a proactive, transparent, and collaborative working style
  • Fluency in written and spoken English

 

Nice to have:

 

  • Degree in a quantitative field (Computer Science, Mathematics, Physics, Quantitative Economics, or similar)
  • Professional experience as a Quant Developer
  • Experience developing cloud-native, 12-factor applications on AWS, GCP, or Azure
  • Familiarity with container technologies and orchestration on OpenShift, as well as microservice architecture
  • Proficiency in Python, JavaScript, or TypeScript, and experience with GitHub, Terraform, and CI/CD tooling (GitHub Actions, ArgoCD, or similar)