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Strong Tier-1 brand, metro location, and mid-level 5+ experience, but niche quant+C++ reduces applicant density.
Highly finance-specific quantitative modeling and trading algorithm skills limit cross-industry transferability.
Explicit 5+ years quant experience plus deep C++ and domain-specific model expertise increases screening rigidity.
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Lead development of automated trading algorithms and derivative pricing models to analyze market behavior and trading costs.
Manage complex, large-scale initiatives in Securities Quantitative Analytics including model testing, library and infrastructure development.
Collaborate with model developers and stakeholders to design analytic frameworks and ensure deliverables align with business and compliance requirements.
5+ years in Securities Quantitative Analytics or equivalent experience.
BS or higher in Computer Science.
Proficiency in C++ development, especially with C++17/20 standards; experience where C++ is 80%+ of development.
Familiarity with software development lifecycle (SDLC), Agile tools (Git, Jira, Confluence), and C++ DevOps and build systems (CMake).
Experienced in quantitative computing systems with strong analytical and detail orientation in financial modeling contexts.
Capable of leading projects and mentoring teams within complex, compliance-focused environments involving mortgage or market risk modeling.
Comfortable working cross-functionally with model developers, technology, and investment portfolio teams to deliver technical solutions.