Lead Front-Office Quant Software Engineer (XVA)

State Street; Boston (MA); On-site; USD 120,000 - 218,000; Full time

Benefits offered by this job

401K with company match

Insurance coverage (medical/dental/vis

Paid time off

Employee Assistance Program

Incentive compensation

Tax advantaged savings plans

Job summary

State Street in Boston is seeking an experienced Front-Office Quant Developer to partner with business and technology teams to build state-of-the-art valuation models for XVA applications. You will work on Fixed Income, Rates Derivatives, and Algorithmic Trading using Modern C++ (20/23), Java 17+, Python, kdb+/q, SQL, Linux, Boost, QuantLib.

The role involves implementing features, back-testing algorithms, setting up compute environments, deploying runtimes, and supporting users in a global

Qualifications

• MSFE or equivalent advanced degree in financial engineering or a related field.
• At least 15 years of experience in quantitative development or a related domain.
• Hands-on CUDA programming experience is essential.
• Proficiency in C++20/23, Java 17+, and Python for analytics.

Responsibilities

• Implement features and functionality for XVA calculations with the quant team.
• Develop test cases and harnesses to validate implementations.
• Perform back testing of algorithms.
• Collaborate with infrastructure to configure compute environments.
• Deploy and maintain runtime infrastructure and respond to issues.

Skills

Multithreaded C++

Core Java

Python NumPy/Pandas

Education

MSFE

BS in Computer Science & Mathematics

15+ years experience

CUDA programming

Tools

kdb+/q

Linux

Git

Jira

CI/CD

QuantLib

Job description

State Street in Boston is seeking an experienced Front-Office Quant Developer to partner with business and technology teams to build state-of-the-art valuation models for XVA applications. You will work on Fixed Income, Rates Derivatives, and Algorithmic Trading using Modern C++ (20/23), Java 17+, Python, kdb+/q, SQL, Linux, Boost, QuantLib.

The role involves implementing features, back-testing algorithms, setting up compute environments, deploying runtimes, and supporting users in a global