Enterprise Product Manager – Market Operations Platforms, Vice President, Onsite

State Street; Boston (MA); Sur place; USD 120 000 - 218 000; Plein temps

Résumé du poste

State Street Corporation is seeking an experienced Front-Office Quant Developer to join the Global Markets IT team in building advanced valuation models for XVA and counterparty risk management.

You'll work with Modern C++ (C++20/23), Java 17+, Python, and time-series tools like kdb+/q, SQL, Linux, Boost, QuantLib, CUDA/OpenCL. You will implement features, backtest algorithms, and deploy the runtime infra to support trading desks.

Qualifications

• MSFE or equivalent, with strong financial engineering background.
• Minimum 15 years of professional experience in quantitative development.
• Hands-on CUDA programming experience is essential.
• Proficiency in C++ (Modern, templates) and Java with Python basics.

Responsabilités

• Implement features for XVA calculations with quant team.
• Develop test cases and harness to validate implementations.
• Perform back testing of algorithms and models.
• Collaborate with infra teams to set up compute env.
• Deploy and maintain runtime infrastructure and respond to issues.

Connaissances

C++ multithreading

Java concurrency

Python (NumPy/Pandas)

Formation

MSFE

BSc CS & Math

Outils

kdb+/q

QuantLib

CUDA/OpenCL

Linux

Git

Jira

CI/CD

Description du poste

Who we are looking for

State Street is looking to hire experienced front office quant developer to work closely with business and technology teams to build state of the art valuation models.

The role requires experience in working with diverse technologies such as C++, Java, Python as well a wide range of financial products.

Domain Focus

Fixed Income, Rates Derivatives, and Algorithmic Trading

Primary Languages

Modern C++ (C++20/23), Java (17+ / Core & Functional)

Ancillary Technologies

Python, time series databases such as kdb+/q, SQL, Linux, Boost, QuantLib, Nvidia CUDA and / or OpenCL

Why this role is important to us

You will be working with the Global Markets IT team that is focused on building out XVA application.

XVA calculations are critical for assessing counterparty specific risk and charges while trading with various counterparties. State Street plans to develop an inhouse solution from ground up.

What you will be responsible for

As a Front-Office Quant Developer you will:

Work with the business quant team to implement various features and functionality related to xva calculations. Develop test cases and test harness to validate the implementation. Perform back testing of algorithms. Work with infrastructure teams to setup the application compute environment. Deploy and maintain the runtime infrastructure and respond to any issues and user queries.

What we value

These skills will help you succeed in this role

Programming & Architecture:Multithreaded C++ (Templates, STL, Boost), Core Java (Concurrency, Garbage Collection tuning), Python (NumPy/Pandas).

Financial Products: Interest Rate Swaps (IRS), Basis Swaps, Swaptions, Exotic Options, Forward Rate Agreements (FRAs), and Inflation-linked products.

Quantitative Concepts: Stochastic Calculus, Monte Carlo Simulations, Finite Difference Methods, Yield Curve Bootstrapping, Libor Market Model (LMM), and Hull-White model calibration.

Infrastructure & Tools: Linux environment, kdb+/q time-series database, distributed grid computing, Git, Jira, CI/CD pipelines.

Education & Preferred Qualifications

Master of Science in Financial Engineering (MSFE)

OR

Bachelor of Science in Computer Science & Mathematics

At least 15 years of experience.

Hands on knowledge of CUDA programming is essential.

Salary Range

$120,000 - $217,500 Annual

The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.

Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans.

For a full overview, visit https://hrportal.ehr.com/statestreet/Home.

About State Street

Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success.

We are committed to fostering an environment where every employee feels valued and empowered to reach their full potential. As an essential partner in our shared success, you’ll benefit from inclusive development opportunities, flexible work-life support, paid volunteer days, and vibrant employee networks that keep you connected to what matters most. Join us in shaping the future.

As an Equal Opportunity Employer, we consider all qualified applicants for all positions without regard to race, creed, color, religion, national origin, ancestry, ethnicity, age, disability, genetic information, sex, sexual orientation, gender identity or expression, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status, and other characteristics protected by applicable law.

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Job Application Disclosure

It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.