C++ Platform Engineer - Fixed-Income Quant Library

Selby Jennings; New York (NY); On-site; USD 300,000 - 500,000; Full time

Job summary

A leading financial services firm is seeking a mid-senior level C++ Platform Engineer in New York, NY. In this full-time role, you will design and optimize the quantitative library that powers pricing and risk for fixed income products. This position requires over 10 years of experience in C++ performance engineering and offers the chance to work in a high-impact engineering team focused on innovation. Competitive salary range is $300,000 to $500,000 annually.

Qualifications

• 10+ years of experience in C++ performance engineering.
• Expertise in large-scale codebases and environments with evolving tooling.
• Strong understanding of fixed income derivatives and front-office workflows.

Responsibilities

• Design, optimize, and scale the quantitative library.
• Develop infrastructure for natural language trade booking.
• Collaborate with quants, traders, and engineers.

Skills

C++ performance engineering

Large-scale codebases

Software engineering best practices

Fixed income derivatives

Collaborative environments

Job description

A leading financial services firm is seeking a mid-senior level C++ Platform Engineer in New York, NY. In this full-time role, you will design and optimize the quantitative library that powers pricing and risk for fixed income products. This position requires over 10 years of experience in C++ performance engineering and offers the chance to work in a high-impact engineering team focused on innovation. Competitive salary range is $300,000 to $500,000 annually.