Quantitative Developer

We're hiring a Quantitative Developer to join the team that owns our firm's core pricing and risk library for live derivatives trading. This isn't a peripheral tool — it sits directly in the critical path of our high-frequency market-making systems and serves as the real-time source of truth for valuation across every strategy we run. It's foundational, it's constantly evolving, and the bar for performance and correctness is about as high as it gets in this industry. You'll be joining a platform that runs at scale across thousands of servers, built collaboratively across desks and regions, with a strong focus on options and volatility modeling alongside fixed income, ETFs, and FX. This role sits at the intersection of quantitative modeling and high-performance engineering — candidates from Quant Developer or Strategist backgrounds tend to be a strong fit. What You\'ll Own Design and implement high-performance numerical algorithms for pricing and risk Build and refine models that reflect real market behavior — balancing accuracy, stability, and latency Own core components of the pricing library, from individual models to calculation graphs to central infrastructure Partner closely with quants and engineers to ensure models are robust, explainable, and production-ready Work across the full lifecycle — research, implementation, validation, and performance optimization Write clean, maintainable production code in C++ and Java What You Bring 5+ years of experience in a trading or financial environment working on pricing or risk systems Strong understanding of derivatives pricing, particularly options and volatility A solid foundation in mathematics, physics, computer science, or a related quantitative field Deep C++ and/or Java experience, with a track record of building production systems Experience working directly with quants, traders, or similarly technical stakeholders Proven ability to translate quantitative models into reliable, scalable systems Nice to Haves Experience with PDE methods or other advanced numerical techniques Familiarity with numerical analysis — stability, convergence, error propagation Compensation Base salary range: $175,000–$300,000 USD, plus discretionary bonus and a full benefits package (paid leave, insurance, and more). About the Firm We're a global trading firm built on a cutting-edge research environment and a world-class technology backbone. For over three decades, we've been a stabilizing force in financial markets, providing the liquidity that market participants depend on. With offices across the US, Europe, Asia Pacific, and India, our quant researchers, engineers, traders, and business teams share a collaborative, high-performance culture — and a genuine commitment to continuous innovation, from new markets to disruptive technology to evolving trading strategies. #J-18808-Ljbffr