Lead Quantitative Software Engineer / Front-Office Quant Developer, VP

State Street

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Quick summary

Work type
On-site
Location
Boston, MAPrinceton, NJ
Employment
Full-time
Posted
47 days ago
Freshness
Confirmed live today
Nearby
99+ roles within 25 mi

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Salary context

How this pay compares to similar roles

Similar $167k
$114k $211k
below market most similar roles pay here above market

This listing doesn't post a salary. Most similar roles pay $132,875–$201,337.

Based on 240 similar postings.

Employer

About State Street

State Street Corporation is one of the world''s largest custodian banks and asset managers, providing investment servicing, investment management, and investment research to institutional investors. Industry: Financial Services & Asset Custody

State Street currently has 352 open roles on FindRole.

Listed pay typically runs $110,000–$188,750 across 168 roles with salary data.

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At a glance

TL;DR · Lead Quantitative Software Engineer / Front-Office Quant Developer, VP

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JOB TITLE: Lead Quantitative Software Engineer / Front-Office Quant Developer, VP The Lead Quantitative Software Engineer / Front-Office Quant Developer, VP joins the Global Markets IT team to build an in-house XVA application from the ground up. This role involves collaborating with business quant teams to implement features for XVA calculations, developing test cases, performing algorithm backtesting, and maintaining runtime infrastructure. The position requires expertise in Modern C++ (C++20/23), Java (17+), and Python, alongside tools like kdb+/q, SQL, Boost, QuantLib, and Nvidia CUDA. Candidates must understand Fixed Income, Rates Derivatives, and Algorithmic Trading, specifically products like Interest Rate Swaps and Exotic Options. Key technical competencies include multithreaded programming, stochastic calculus, Monte Carlo simulations, and yield curve bootstrapping to solve complex counterparty specific risk and charge assessment problems.

Skills

C++ Java Python kdb+/q SQL CUDA OpenCL Boost QuantLib NumPy Pandas Linux Git CI/CD Jira Monte Carlo Simulations Stochastic Calculus Finite Difference Methods

What you'll do

  • Implement features and functionality for XVA calculations in collaboration with the business quant team.
  • Develop test cases and test harnesses to validate all software implementations.
  • Perform back testing of algorithms to ensure accuracy and reliability.
  • Coordinate with infrastructure teams to set up the application compute environment.
  • Deploy and maintain the runtime infrastructure for the XVA application.
  • Respond to user queries and resolve technical issues related to the production environment.

What we're looking for

  • Experience in C++, Java, and Python is required.
  • Experience with Fixed Income, Rates Derivatives, and Algorithmic Trading is required.
  • Proficiency in Modern C++ (C++20/23) and Java (17+ Core & Functional) is required.
  • Experience with kdb+/q, SQL, Linux, Boost, QuantLib, and CI/CD pipelines is required.
  • Hands-on knowledge of CUDA programming is essential.
  • Knowledge of Stochastic Calculus, Monte Carlo Simulations, and Finite Difference Methods is required.
  • Master of Science in Financial Engineering (preferred).
  • Bachelor of Science in Computer Science & Mathematics (preferred).

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