Director, Quantitative Risk Analytics, Core Quant

RBC • New York, NY

5d • $210,000 - $275,000 • Onsite

About The Position

The GE Quantitative Analytics team is looking for an experienced core analytics quant/strat to greatly enhance our pricing and risk framework. In this role, the candidate will help with our quant library renovation effort. The candidate is expected to have a solid understanding of relevant financial mathematics and modeling, be familiar with basic architectural components of quant analytics, experienced in implementing scalable solutions, and be able to communicate effectively with tech and other quants.

Requirements

• Advanced degree (MS/PhD) in computer science, mathematical finance, applied mathematics/statistics, physics, engineering and a related field.
• VP or Director level with a minimum of 3-years of quant library development experience: skilled in mapping derivatives pricing requirement into a framework backed by abstract computer linguistic.
• Good understanding of equity derivatives pricing, exposures to generic Monte-Carlo, PDE, and product scripting.
• Experience in financial instruments, model data structure, risk-engine implementations and designing library APIs.
• Knowledge in C++ 20/17/14, proficiency in modern C++: STL, move semantic, template and initialization list.
• Good communication skills.

Nice To Haves

• Numerical acceleration: SIMD, hardware intrinsic (AVX512/AVX256/SSE42).
• Multi-thread, vectorized computation, GPU (CUDA/OpenCL).
• Debugging and memory check tools: msbuildValgrind/ASAN.
• Interoperability to C++: C FFI, C# p/invoke, Pybind11.

Responsibilities

• Improve the overall library design for performance and scalability.
• Lead modernization of legacy pricing libraries to current C++ standards (C++17/20).
• Refactor monolithic codebases into modular, testable components with clean separation of concerns.
• Design clean, stable APIs that abstract pricing complexity from downstream consumers (risk systems, trading tools, front-end applications).
• Build messaging and serialization layers (e.g. FlatBuffers, Protobuf) for efficient cross-system communication.
• Responsible for analytics codebase maintenance, library testing and release.
• Establish and enforce coding standards, API design patterns, and documentation practices across the quant library.
• Work closely with technology teams to ensure library interfaces are robust, versioned, and well-documented.

Benefits

• Bonuses
• Flexible benefits
• Competitive compensation
• Commissions
• Stock where applicable
• Leaders who support your development through coaching and managing opportunities
• Opportunities to do challenging work
• Opportunities to take on progressively greater accountabilities

What This Job Offers

• Job Type: Full-time
• Career Level: Director