Lead - Software Engineer - QUANTS

About the role

We are hiring a Quantitative Analyst to join our Front Office Analytics team. You will design, implement, and productionize pricing and risk models used directly by our clients' trading desks.

What you'll do

• Develop and maintain pricing, risk, and XVA models across rates, FX, credit, equity, and/or commodities
• Translate mathematical specifications into high-performance, well-tested production code
• Work directly with clients' quants and traders to calibrate, validate, and extend models to new products and markets
• Partner with Engineering on performance (vectorization, GPU/parallel compute, AAD/adjoint sensitivities)
• Give to our AI/ML initiatives for model acceleration, calibration, and anomaly detection

What you need

• 6–10 years in software engineering
• Python
• Git
• C++
• Machine learning
• Capital markets
• CI/CD
• PhD

Good to have

• AWS
• Kubernetes
• GCP
• PyTorch
• Scikit-learn
• Azure