Core Quantitative Strategic Analytics Developer
Core
Design, develop, and own core platform functionality for trade pricing, valuation, risk, and P&L solutions within the Kannon application.
Role type
Senior IC quantitative strategic analytics developer
Builds
Core functionality and tooling for the Kannon platform serving Investment Banking, Corporate Banking, and Private Banking
Domain
Investment Banking / Quantitative Finance / Risk Management
Deliverable
production ML models | product features
Required skills
C++, Python, Linux, CI/CD, low latency optimization, object-oriented design
Preferred skills
Cross-asset experience, complex problem solving, independent navigation of ambiguity
Technologies
C++, Python, Linux, CI/CD
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 solutions; Strengthen C++/Python interfaces and developer-facing libraries; Liaise with trading desks and quants to deliver robust solutions; Contribute to application release schedules focusing on automated testing and reproducible builds
Seniority
Senior, hands-on IC
