Back
Strong bank brand and metro location increase competition, but niche quant C++ specialization limits applicant pool.
Highly domain-specific quant finance and C++ modeling expertise limits cross-industry transferability, increasing fit sensitivity.
Explicit 5+ years quant analytics requirement plus strong C++ and domain-specific modeling skills raise screening rigor significantly.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Lead and develop complex securities quantitative analytics initiatives including automated trading algorithms and derivative pricing models.
Use quantitative and technological methods to solve complex business problems, conduct research on trading cost, liquidity, risk models, and portfolio methodologies.
Lead projects, influence work teams to meet deliverables, collaborate with senior managers, and serve as a key participant on the trading floor.
5+ years of experience in Securities Quantitative Analytics or equivalent via work experience, training, military experience, or education.
Bachelor's degree or higher in computer science.
Proficiency in C++ development, with C++ constituting 80%+ of development experience; proficient in latest C++ standards (C++17, C++20, etc).
Experience with software development lifecycle (SDLC), Agile technologies (Git, Jira, Confluence), DevOps and build systems (CMake).
Experienced in designing and developing quantitative computing systems and databases in a financial context, particularly mortgage market and interest rate risk modeling.
Able to lead complex, multifaceted projects and collaborate effectively with model developers, technology teams, and senior stakeholders.
Proficient in developing and maintaining analytic frameworks, data infrastructures, and automation tools within a regulated bank environment.