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Quantitative developer

Adelaide
The Ronin Consulting
Developer
Posted: 22 March
Offer description

Remote (Australia-based)

Full-Time

Our client is a well-established, growth-oriented software company based in Queensland, building sophisticated platform technology for the financial services industry. Their team is diverse, collaborative, and genuinely passionate about solving hard problems. They are currently immersed into a focused modernisation journey which includes cleaning up technical debt, standardising architecture, and investing in the capabilities that will drive the next phase of their product.

One of those investments is you.

The Opportunity

They are bringing a critical piece of their optimisation capability in-house. Right now, they rely on an external vendor to handle the mathematical modelling layer that sits at the heart of their platform and are they are looking to bring this in-house.

They use FICO Xpress as their optimisation solver, interfacing with it via a mature C# API. The engine works well. What they need is someone who truly understands what's going on inside it, someone who can translate complex real-world financial problems into well-formed linear programming models, pass them through the solver, and diagnose what's coming back out.

What You'll Be Doing:

* Translating business and financial problems into linear programming constraints and variables
* Writing and maintaining model files in a proprietary declarative language (think structured, procedural logic — training provided)
* Interfacing with the FICO Xpress solver via C# to pass in constraints, interpret results, and iterate toward optimised outcomes
* Debugging optimisation outputs — understanding what solver return values mean in the context of your model, not just running a debugger
* Collaborating closely with a small, sharp engineering team to reduce their reliance on third-party optimisation vendors
* Working with vendor documentation and AI tooling to accelerate model development

What We're Looking For

Must-haves:

* Demonstrable experience with linear programming (LP) — you understand constraints, objective functions, variables, and how to model a real problem
* Background in or strong exposure to the financial services industry
* Proficiency in C# / .NET — the integration layer is C# .NET 8, moving to .NET 10
* The ability to interpret solver output and reason about model correctness without traditional debugging tools

Highly regarded:

* Experience with commercial optimisation solvers (FICO Xpress, Gurobi, CPLEX, or similar)
* Academic background in operations research, applied mathematics, statistics, or a related quantitative field
* Exposure to mixed-integer programming or constraint modelling

C++ is not required — nice to have but won't make or break your application.

Why This Role?

* Genuinely niche and interesting work — you'll be solving real constraint optimisation problems, not just writing CRUD endpoints
* Remote-first — our client is fully set up for remote work, with travel to their Queensland office for team events (flights and accommodation covered)
* Supported onboarding —training will be provided on their proprietary modelling language, so you're not thrown in the deep end
* A company that's actively investing in its engineering capability, not just patching the old way of doing things

Negotiated based on experience and capability.

Ready to Apply?

If you can model a problem, reason about constraints, and you've got the financial services context to go with it then we'd love to hear from you.

Apply now or reach out for a confidential conversation.

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