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

State Street • Boston, MA

1d

About The Position

State Street is looking to hire experienced front office quant developer 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 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
• inclusive development opportunities
• flexible work-life support
• paid volunteer days
• vibrant employee networks

What This Job Offers

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