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

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