C++ Quant Developer

iitjobs; United States; Remote; USD 90,000 - 150,000; Full time

Job summary

A leading financial technology firm is seeking a Quant Developer proficient in C++ to implement and optimize Treasury Futures models using advanced quantitative techniques. This role involves collaboration with analysts, enhancing testing protocols, and contributing to the analytics infrastructure for fixed-income securities. Ideal candidates will possess strong knowledge of financial products and demonstrate the ability to write efficient, testable code while adhering to industry standards in mathematical modeling. The position offers competitive compensation and an opportunity to work in a dynamic environment focused on innovation.

Qualifications

• Proficiency in C++ and financial libraries required.
• Experience with fixed-income products and financial modeling is essential.
• Familiarity with Git and Agile methodologies, plus numerics.

Responsibilities

• Implement Treasury Futures Model in C++ following standards.
• Expand test suites and validate model accuracy.
• Collaborate with quantitative analysts to translate models.

Skills

Proficiency in C++

Experience in financial libraries

Knowledge of fixed-income products

Numerical computing

Financial modeling

Monte Carlo simulations

Ability to write clean code

Familiarity with Git

CI/CD

Agile methodologies

High-performance computing

Job description

Responsibilities:
Implement Treasury Futures Model in C++ following Client’s Quant Library standards.
Expand test suites and validate model accuracy.
Collaborate with quantitative analysts to translate mathematical models into production-quality code.
Optimize and modernize analytics infrastructure for fixed-income securities.
Maintain version control and ensure code quality through rigorous testing.

Skills & Qualifications:
Proficiency in C++ with experience in financial libraries (e.g., QuantLib).
Strong knowledge of fixed-income products, especially Treasury Futures & Options.
Experience with numerical computing, financial modeling, and Monte Carlo simulations.
Ability to write clean, efficient, and testable code.
Familiarity with Git, CI/CD, and Agile methodologies.
Experience working with quant teams in high-performance computing environments.

Key Focus Areas:
Mathematical modeling and developing pricing/risk models.
Developing risk models for portfolio management, VaR, and stress testing.
Writing C++ code to prototype and implement financial models.
Calibrating models to market data and ensuring statistical robustness.
Collaborating with traders, portfolio managers, and quants to translate models into trading strategies.

Technical Expertise Required:
Programming: C++ & Python for model implementation and data analysis.
Mathematics & Finance: Stochastic processes, probability, linear algebra, option pricing models (Black-Scholes, Heston, SABR).
Numerical Methods: Monte Carlo, PDE solvers, FDM, FEM.
Statistics & Optimization: Kalman filtering, regression, convex optimization.
Optional: Machine Learning for signal detection in trading.