Front-Office Quant Developer: C++/Python for Valuation

State Street; Boston (MA); On-site; USD 140,000 - 220,000; Full time

Benefits offered by this job

401K with company match

Comprehensive health insurance

Paid time off and disability coverages

Employee assistance program

Job summary

State Street is seeking an experienced front office quant developer to collaborate with business and technology teams on cutting‑edge valuation models. The role emphasizes modern C++ (C++20/23), Java 17+, and Python, with exposure to time‑series databases and a range of financial products.

You will work in a domain focused on Fixed Income, Rates Derivatives and Algorithmic Trading, employing Monte Carlo, finite difference methods, and hull‑white style calibration techniques to drive pricing

Qualifications

• Experience building valuation models and front office quant systems.
• Strong knowledge of C++, Java, Python and time-series data.
• Background in fixed income, rates derivatives, and algorithmic trading.

Responsibilities

• Collaborate with business and technology teams to develop state‑of‑the‑art valuation models.
• Apply stochastic calculus, Monte Carlo simulations, and finite difference methods.
• Maintain and optimize multi‑threaded C++ and core Java components.

Skills

C++

Java

Python

Multithreading

Education

MSFE

CS & Math BS

Tools

kdb+/q

SQL

Linux

Boost

QuantLib

CUDA/OpenCL

Git

Jira

CI/CD

Job description

State Street is seeking an experienced front office quant developer to collaborate with business and technology teams on cutting‑edge valuation models. The role emphasizes modern C++ (C++20/23), Java 17+, and Python, with exposure to time‑series databases and a range of financial products.

You will work in a domain focused on Fixed Income, Rates Derivatives and Algorithmic Trading, employing Monte Carlo, finite difference methods, and hull‑white style calibration techniques to drive pricing