Quantitative Developer

Numerix
Remote

About The Position

Since our founding in 1996, we have been at the vanguard of financial technology, providing groundbreaking expertise, quantitative analytics and software that redefine pricing and risk management in the financial markets. With the strategic acquisitions of FINCAD, PolyPaths and Kynex, Numerix has further strengthened its leadership position empowering financial institutions worldwide, to transform risk into opportunities with confidence. The Quantitative Developer will work within the Analytics Engineering team to develop pricing and risk analytics that power Numerix’s product offerings.

Requirements

  • A graduate degree in a quantitative discipline (e.g., mathematics, physics, statistics, engineering, quantitative finance).
  • 2–5 years of technical work and/or research experience, preferably in quantitative finance, derivatives, or fixed income.
  • Programming experience with C++ and Python and an understanding of object-oriented design.
  • Solid understanding of derivative pricing and fixed income fundamentals.
  • Strong ability to communicate and collaborate in cross-functional settings.

Responsibilities

  • Design and implement new features in our C++ analytics library and ensure quality by writing automated tests in Python.
  • Investigate reported issues with our software and fix bugs as needed.
  • Provide support to the client-facing teams as they win business and help our clients succeed with our products.
  • Maintain and improve technical documentation for internal and external use.
  • Continually deepen knowledge of quantitative finance and software engineering through self and assisted studies.
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