Quant Library Developer, Macro Technology

Overview 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 Compensation / BenefitsFully-paid health care benefitsGenerous parental and family leave policiesVolunteer opportunitiesSupport for employee-led affinity groupsMental and physical wellness programsTuition assistance ResponsibilitiesLead design, development, and evolution of a production C++ analytics library used across the macro businessBuild and maintain pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related derivativesExtend the analytics library and deliver major components for architecture, performance, and extensibilityTranslate quantitative models into robust, high-performance library componentsCollaborate with quantitative researchers, traders, risk users, and technology partners to define requirementsProvide technical judgment on library design, performance, and maintainabilityContribute to releases, production support, and performance improvementsInvestigate pricing and risk discrepancies and resolve issues with senior technical judgmentMentor developers by sharing technical guidance Key requirements7+ years of experience developing production quantitative analytics libraries in macro, trading, risk, pricing, or related financial marketsDeep expertise in modern C++, including C++20 or later, templates, generic programming, and maintainable library patternsExperience designing high-performance, extensible C++ libraries for long-lived production systemsExperience improving numerically or data-intensive systems through concurrency, profiling, and scalable computationProven ability to design stable interfaces with versioning, backward compatibility, and deprecation considerationsHigh-level understanding of pricing, valuation, calibration, curve construction, scenarios, sensitivities, and riskStrong communication and collaboration skills with researchers, traders, risk users, and technology partnersCommitment to the highest ethical standardsstrong communicationcollaborationmentorshipmodern C++ (C++20+)templates and generic programmingconcurrency and asynchronous execution