Quant Library Developer, Macro Technology
Core
Design, develop, and evolve a Python-based analytics platform for macro trading, pricing, calibration, curve construction, scenario, valuation, and risk analytics.
Role type
Senior IC Quant Library Developer (Python APIs & Analytics Platform)
Builds
Production analytics platform, Python APIs, service interfaces, and spreadsheet workflows for macro traders and researchers.
Domain
Financial Markets (Macro Trading, Quantitative Analytics, Risk Management)
Deliverable
production ML models | product features
Required skills
Python (7+ years), gRPC, Protocol Buffers, Service-Oriented Architecture, Excel (business-critical workflows), Quantitative Analytics (pricing, valuation, calibration, curve construction, scenarios, sensitivities), Performance Optimization (profiling, caching, async execution), System Integration
Preferred skills
C++ analytics engineering, Mentorship, Agile methodologies
Technologies
Python, gRPC, Protocol Buffers, Cloud architectures, Open-source solutions
Responsibilities
Design and deliver robust service interfaces and APIs connecting users to production analytics; Build and maintain analytics workflows for spreadsheet interfaces; Partner with C++ engineers to expose production analytics; Contribute to production support and performance improvements; Provide technical guidance on API design and architecture.
Seniority
Senior, hands-on IC
