Lead Front Office Quant Developer - Modern C++
Core
Lead Quantitative Developer implementing mortgage prepayment models and financial analytics (interest rate, derivative valuation) into a proprietary C++ library for the Investment Portfolio.
Role type
Lead Front Office Quant Developer (Vice President)
Builds
Production-grade mortgage prepayment models and financial analytics libraries
Domain
Financial Services / Mortgage Analytics / Quantitative Finance
Deliverable
production ML models | product features
Required skills
C++17/C++20, mortgage prepayment modeling, financial model implementation, API integration, unit and integration testing, version control, backward compatibility management
Preferred skills
Python 3, cash-flow and pricing engines, mortgage analytics platforms, Agentic AI concepts, quantitative library software development
Technologies
C++, Python 3, Git, Jira, Confluence
Responsibilities
Implement and integrate mortgage prepayment models into the proprietary analytics library; reason through prepayment logic and edge cases; integrate models with existing APIs and systems; develop and maintain comprehensive unit and integration tests; manage versioning, configuration, and backward compatibility; write documentation and runbooks; collaborate with business, model development, and technology teams
Seniority
Senior, hands-on IC with leadership responsibilities