Senior Lead Securities Quantitative Analytics Specialist - C++ Engineer

About the role

The Front Office Financial Software Engineer will play a pivotal role in designing and implementing high-performance APIs that expose a comprehensive mortgage analytics quantitative library. These APIs will serve as the backbone for delivering advanced financial modeling capabilities-including interest rate modeling, mortgage prepayment and default analysis, derivative valuation, hedging strategies, and horizon forecasting-to a diverse set of users and use cases across the bank.

Responsibilities

• Implement and enhance the firm's proprietary analytics library in C++
• Generate, test, implement, and deploy ideas to improve system performance or team productivity
• Improve the library's safety, reliability, and usability
• Work constructively in collaboration with business, model development, model validation, and IT

Requirements

• 7+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 2+ years of hands-on C++17 and Python 3 experience
• 1+ year of C API design and development experience (JNI, SWIG)

Desired Qualifications

• Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
• Experience with API design (e.g. scripting find modules, CTest, CMake presets)
• Deep understanding of platform-specific ABIs (e.g., System V ABI, Windows ABI)
• Familiarity with compiler behavior and object file formats
• Ability to write portable and stable C interfaces
• Knowledge of dynamic linking, symbol resolution, and runtime behavior
• Hands on programming experience on C++2x
• 3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor
• Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence

Job Expectations

• Ability to travel up to 10% of the time
• This position is eligible for Visa sponsorship
• Must be able to work on-site

Pay Range

$215,000.00 - $355,000.00

Benefits

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement