Director, Quantitative Engineer
Core
Lead the design and build of the next generation single-security analytical modeling platform for fixed-income products (swaps, bonds, private credit, derivatives) using C++23 and Python 3.
Role type
Director, Quantitative Engineer (Hands-on IC with strategic leadership)
Builds
Scalable, high-throughput, low-latency analytical software and production modeling platforms for Aladdin.
Domain
Fixed-income securities, risk management, financial engineering.
Deliverable
production ML models | product features
Required skills
C++23, Python 3, software architecture, distributed systems, cloud-compute optimization, API design, data modeling, concurrency, agile delivery, automated testing, container orchestration.
Preferred skills
Finance domain knowledge, fixed-income asset types, agentic development principles.
Technologies
C++23, Python 3, CMake, Ninja, ccache, distcc, Google Protocol Buffers, Azure DevOps, Microsoft SQL, Unix systems, bash/PowerShell scripting.
Responsibilities
Design and build the next generation of the single-security analytical modeling platform; influence strategic development of analytical services; develop modules, applications, APIs, and observability pipelines; lead complex implementations using scalable architectures; engage with users and stakeholders to shape effective solutions; partner with teams to deliver business use cases efficiently; promote quality through agile practices and clean code.
Seniority
Director, strategic leadership with hands-on engineering