Lead Quantitative Software Engineer / Front-Office Quant Developer, VP

State Street • Boston, MA

2d

About The Position

State Street is looking to hire experienced front office quant developers to work closely with business and technology teams to build state-of-the-art valuation models. The role requires experience in working with diverse technologies such as C++, Java, Python, as well as a wide range of financial products. Domain Focus: Fixed Income, Rates Derivatives, and Algorithmic Trading.

Requirements

• Experience in working with diverse technologies such as C++, Java, Python.
• Experience with a wide range of financial products.
• Primary Languages: Modern C++ (C++20/23), Java (17+ / Core & Functional)
• Ancillary Technologies: Python, time series databases such as kdb+/q, SQL, Linux, Boost, QuantLib, Nvidia CUDA and / or OpenCL
• Programming & Architecture: Multithreaded C++ (Templates, STL, Boost), Core Java (Concurrency, Garbage Collection tuning), Python (NumPy/Pandas).
• Financial Products: Interest Rate Swaps (IRS), Basis Swaps, Swaptions, Exotic Options, Forward Rate Agreements (FRAs), and Inflation-linked products.
• Quantitative Concepts: Stochastic Calculus, Monte Carlo Simulations, Finite Difference Methods, Yield Curve Bootstrapping, Libor Market Model (LMM), and Hull-White model calibration.
• Infrastructure & Tools: Linux environment, kdb+/q time-series database, distributed grid computing, Git, Jira, CI/CD pipelines.

Responsibilities

• Build state of the art valuation models.
• Work closely with business and technology teams.

Benefits

• retirement savings plan (401K) with company match
• insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages
• paid-time off including vacation, sick leave, short term disability, and family care responsibilities
• access to our Employee Assistance Program
• incentive compensation including eligibility for annual performance-based awards
• eligibility for certain tax advantaged savings plans

What This Job Offers

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