Quant Library Developer, Macro Technology

You will lead the evolution of a production C++ analytics library used across the macro business, delivering high-performance pricing, calibration, and risk analytics. You’ll collaborate with quants, traders, and tech partners to translate models into robust library components and drive architecture, performance, and long-term maintainability. This role sits at the intersection of quantitative research and technology, enabling smarter decision making at scale. You’ll mentor developers and contribute to production releases and performance improvements, shaping the tooling that underpins a multi-billion-dollar global business. Join a team committed to open-source, cloud-native solutions, and a

• Fully-paid health care benefits
• Generous parental and family leave policies
• Volunteer opportunities
• Support for employee-led affinity groups
• Mental and physical wellness programs
• Tuition assistance

• Lead design, development, and evolution of a production C++ analytics library used across the macro business
• Build and maintain pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related derivatives
• Extend the analytics library and deliver major components for architecture, performance, and extensibility
• Translate quantitative models into robust, high-performance library components
• Collaborate with quantitative researchers, traders, risk users, and technology partners to define requirements
• Provide technical judgment on library design, performance, and maintainability
• Contribute to releases, production support, and performance improvements
• Investigate pricing and risk discrepancies and resolve issues with senior technical judgment
• Mentor developers by sharing technical guidance

• 7+ years of experience developing production quantitative analytics libraries in macro, trading, risk, pricing, or related financial markets
• Deep expertise in modern C++, including C++20 or later, templates, generic programming, and maintainable library patterns
• Experience designing high-performance, extensible C++ libraries for long-lived production systems
• Experience improving numerically or data-intensive systems through concurrency, profiling, and scalable computation
• Proven ability to design stable interfaces with versioning, backward compatibility, and deprecation considerations
• High-level understanding of pricing, valuation, calibration, curve construction, scenarios, sensitivities, and risk
• Strong communication and collaboration skills with researchers, traders, risk users, and technology partners
• Commitment to the highest ethical standards

• strong communication
• collaboration
• mentorship
• modern C++ (C++20+)
• templates and generic programming
• concurrency and asynchronous execution