4h ago
Software Engineer, Macro Quant Analytics
United States
$245,000-$300,000 / year
full-timeseniorfinance
Tech Stack
Description
You will use Modern C++ and Python to build and extend core analytics libraries, support new asset classes and pricing models, and collaborate with quants, traders, and developers to deliver solutions that meet business needs.
Requirements
- 5+ years C++ and Python development
- Strong knowledge of interest rates, FX pricing models, and fixed income markets
- Comfortable with Linux and Windows environments
- Experience with high performance multithreaded systems
- Demonstrated interest in financial products and trading
Responsibilities
- Use Modern C++ and Python to build and extend core analytics library
- Write systems and tools including APIs and Excel add-in
- Collaborate with quants, traders, and other developers
- Follow SDLC process and participate in code reviews, testing, debugging
- Contribute ideas on data modeling and software design
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