Quant Dev

Flash Kick In Consulting, Inc.; New York (NY); On-site; USD 140,000 - 220,000; Full time

Job summary

Flash Kick In Consulting, Inc. seeks a Quantitative Developer to join the Firmwide Quant Dev team within Greybox Technology. The role focuses on modernizing modeling libraries and building scalable platforms for the Options Market Making business.

You will collaborate with QR teams across desks, implement numerical techniques, and contribute to production-grade tooling with strong C++ (C++17/20), Python and Java proficiency.

Qualifications

• Bachelor's degree or equivalent in a quantitative field.
• Minimum 3 years of relevant experience.
• Strong modern C++ programming skills (C++17/20) and good practices.
• Strong quantitative skills in numerical algorithms and simulation.
• Knowledge of derivative pricing models or willingness to learn.
• Strong written and verbal communication skills.
• Python and Java proficiency for prototyping/integration.

Responsibilities

• Lead the modernization of modeling libraries and related infrastructure.
• Design and implement modeling platforms that accelerate QR innovation cycles.
• Build development frameworks with guardrails that allow QRs to focus on business logic.
• Create tools and systems that streamline the research-to-production pipeline.
• Collaborate with QR teams across all desks to understand their modeling needs and pain points.
• Partner with other Greybox Technology teams, especially Fitting and Valuation, on firmwide infrastructure initiatives.
• Develop analytical libraries using foundational technology provided by our engineering teams.
• Implement and optimize numerical techniques, algorithms, and computational frameworks.
• Validate and document the performance of modeling frameworks and tools.

Skills

C++ programming

Python

Java

Numerical algorithms

Communication skills

Education

Bachelor's degree in a quantitative field

Tools

STL

Templates

Design patterns

C++17/20

Python

Java

Job description

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Finance

Description

CTC is seeking a Quantitative Developer to join the Firmwide Quant Dev team in Greybox Technology. This team builds scalable, firmwide modeling platforms for the entire Options Market Making business, rather than supporting a single desk. Their work focuses on modernizing modeling libraries and creating frameworks that allow Quantitative Researchers to develop models quickly and efficiently.The Quantitative Developer in this role will help build tools and platforms that streamline QR workflows, offering simple interfaces while maintaining the performance required by trading systems. The team works closely with QRs across all desks and with other engineering groups—especially Fitting and Valuation—to deliver infrastructure that supports innovation firmwide.

Responsibilities

• Lead the modernization of modeling libraries and related infrastructure.
• Design and implement modeling platforms that accelerate QR innovation cycles.
• Build development frameworks with guardrails that allow QRs to focus onbusiness logic rather than engineering complexity.
• Create tools and systems that streamline the research-to-production pipeline.
• Collaborate with QR teams across all desks to understand their modeling needsand pain points.
• Partner with other Greybox Technology teams, especially Fitting and Valuation,on firmwide infrastructure initiatives.
• Develop analytical libraries using foundational technology provided by ourengineering teams.
• Implement and optimize numerical techniques, algorithms, and computationalframeworks.
• Validate and document the performance of modeling frameworks and tools.

Requirements

• Bachelor's degree or equivalent in a quantitative field such as mathematics,physics, engineering, computer science, statistics or economics.
• Minimum 3 years of relevant experience.
• Strong modern C++ programming skills, including deep familiarity with templates,STL, design patterns, and modern C++ best practices (C++17/20), OR solid C++fundamentals with excellent programming practices and demonstrated ability toquickly learn advanced concepts.
• Strong quantitative skills in numerical algorithms and simulation.
• Knowledge of derivative pricing models, products and markets (or strongwillingness to learn).
• Strong written and verbal communication skills.
• Passion for building tools and frameworks that enable others to innovate.
• Python and Java proficiency preferred for prototyping and integration work.