Quant Transverse C#
Core
Develop a dedicated compiled language for modeling structured product payoffs and build pricing tools for Front Office teams.
Role type
Senior Quant Developer (C# / C++)
Builds
A custom compiler for structured products and quantitative pricing libraries
Domain
Investment Banking / Quantitative Finance
Deliverable
production ML models | product features
Required skills
C#, C++ (C++20), .NET 8, Compiler development (lexical/syntax analysis, code generation), Structured products knowledge, Git
Preferred skills
Functional programming, Quantitative models (Dupire, HJM, EPLGM)
Responsibilities
Design and develop a compiled language for structured product payoff modeling, Develop new compiler features, Participate in lexical and syntax analysis work, Contribute to technical architecture evolution, Optimize processing performance, Develop and maintain pricing tools and libraries
Seniority
Mid-Senior (3-8 years experience)