Requirements

• 7+ years of experience developing and supporting production quantitative analytics libraries in macro, trading, risk, pricing, or related financial markets environments
• Deep expertise in modern C++, including C++20 or later, templates, generic programming, compile-time design, value semantics, ownership and lifetime management, interface design, and maintainable library patterns for large production C++ systems
• Experience designing high-performance, extensible, well-structured C++ libraries and interfaces for long-lived production systems
• Experience improving numerically or data-intensive systems through concurrency, asynchronous execution, memory layout, profiling, benchmarking, and scalable computation
• Proven ability to design stable interfaces with careful attention to versioning, backward compatibility, deprecation, and long-term maintainability
• High-level understanding of quantitative analytics concepts, including pricing, valuation, calibration, curve construction, scenarios, sensitivities, and risk
• Strong communication skills and the ability to collaborate effectively with quantitative researchers, traders, risk users, and technology partners
• Commitment to the highest ethical standards

What You'll Be Doing

• Lead the design, development, and evolution of a production C++ analytics library used across the our macro business
• Build and maintain pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related derivatives
• Extend the existing C++ analytics library and deliver major new components that improve architecture, performance, consistency, and long-term extensibility
• Translate quantitative models and analytical requirements into robust, high-performance, and maintainable C++ library components
• Partner with quantitative researchers, traders, risk users, and technology partners to understand requirements and deliver robust C++ library capabilities
• Provide technical judgment on library design, architecture, performance, interface design, and maintainability
• Contribute to releases, production support, and performance improvements for production analytics
• Investigate pricing and risk discrepancies and help resolve issues with senior technical judgment
• Mentor developers by sharing technical guidance when appropriate

Perks and Benefits

• Fully-paid health care benefits
• Generous parental and family leave policies
• Volunteer opportunities
• Support for employee-led affinity groups representing women, people of color and the LGBT+ community
• Mental and physical wellness programs
• Tuition assistance
• A 401(k) savings program with an employer match and more