Core Quantitative Strategic Analytics Developer
Core
Designing and building core functionality and tooling for the strategic Kannon platform to solve quantitative problems across Investment Banking, Corporate Banking, and Private Banking.
Role type
Senior IC quantitative strategic analytics developer
Builds
Core platform functionality, shared valuation/risk/P&L/calibration/controls infrastructure, and developer-facing libraries for the Kannon application
Domain
Financial services (Investment Banking, Corporate Banking, Private Banking) + Quantitative Analytics
Deliverable
production ML models | product features
Required skills
C++, Python, object-oriented programming, shared library/framework development, Linux/Windows environments, CI/CD, automated testing, low-latency optimization, performance tuning
Preferred skills
Experience in diverse engineering environments, navigating ambiguity, cross-functional collaboration
Technologies
C++, Python, Linux, Windows, CI/CD tools
Responsibilities
Design and develop core platform functionality in C++ and Python; Build and maintain shared valuation, risk, P&L, marking, calibration, and controls infrastructure; Identify performance bottlenecks and refactor complex solutions; Strengthen core C++/Python interfaces and developer libraries; Collaborate with trading desks and quants to deliver robust solutions; Contribute to application release schedules focusing on reproducible builds
Seniority
Associate (Entry to Mid-level IC)
