Quant Library Developer, Macro Technology
Core
Lead the design, development, and evolution of a production C++ analytics library for macro business pricing, calibration, curve construction, scenario, valuation, and risk analytics.
Role type
Senior IC Quant Library Developer (C++)
Builds
Production C++ analytics libraries for macro products and derivatives
Domain
Financial markets (Macro) + High-performance C++ systems
Deliverable
production ML models | product features
Required skills
Modern C++ (C++20+), templates, generic programming, compile-time design, high-performance library architecture, concurrency, asynchronous execution, memory layout optimization, quantitative analytics concepts (pricing, valuation, calibration, curve construction, scenarios, sensitivities, risk)
Preferred skills
Mentorship, technical judgment on architecture and performance
Technologies
C++20, C++ templates, C++ generic programming
Responsibilities
Design and evolve production C++ analytics libraries; translate quantitative models into robust C++ components; partner with researchers and traders to deliver library capabilities; provide technical judgment on design and performance; resolve pricing and risk discrepancies; mentor developers
Seniority
Senior, hands-on IC
