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Quantitative Developer

Alexander Chapman

New York (NY)

On-site

USD 200,000 - 300,000

Full time

17 days ago

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Job summary

A leading investment bank seeks a talented C++ Developer to enhance a quantitative analytics library. Ideal candidates will possess strong C++ skills and a quantitative background. This role offers an opportunity for significant impact on high-performance systems used firm-wide.

Qualifications

  • Strong background in C++ with a deep understanding of language internals.
  • Advanced degree preferred in quantitative discipline.
  • Excellent communication skills to work across teams.

Responsibilities

  • Enhance and maintain a large-scale quantitative analytics library.
  • Collaborate with quants and developers to deliver reliable code.
  • Improve design and maintainability of a mature codebase.

Skills

C++
Java
C#
Rust
Communication

Education

Advanced degree (MSc/PhD) in Computer Science, Mathematics, Physics, or related discipline

Job description

Direct message the job poster from Alexander Chapman

Recruitment Consultant at Alexander Chapman

Currently working on an exciting opportunity for a talented C++ Developer to join a high-performing Quantitative Analytics team at a leading investment bank. This role is ideal for a strong software engineer who thrives in deep systems development, particularly working on high-performance analytics libraries that support advanced modeling across asset classes.

The ideal candidate is a technically sharp engineer with a strong command of C++ and an appetite for building foundational components used by quant teams firm-wide. While finance experience is a plus, the key requirement here is deep technical expertise and a passion for clean, performant software.

Key Responsibilities:

  • Enhance and maintain a large-scale quantitative analytics library used by modelers across the firm.
  • Collaborate with quants and other developers to deliver performant, reliable code for complex modeling needs.
  • Improve the design and maintainability of a mature codebase that underpins the bank's pricing and risk systems.

Required Skills:

  • Strong background in C++, or alternatively Java/C#/Rust, with deep understanding of language internals and system-level programming.
  • Advanced degree (MSc/PhD preferred) in Computer Science, Mathematics, Physics, or a related quantitative discipline.
  • Excellent communication skills and the ability to work with cross-functional teams.

Preferred Qualifications:

  • Experience with SIMD (AVX, GPU) for numerical computation.
  • Familiarity with compiler technologies or domain-specific language development (LLVM a plus).
  • Exposure to financial mathematics, derivatives modeling, or numerical methods like Monte Carlo or PDEs.
  • Prior experience building libraries or frameworks for technical users (e.g. quants, engineers).

This is a rare opportunity to work on a highly impactful, well-architected codebase that has been developed over many years by top engineers and quants. The team is open to candidates from non-financial industries as well — especially those with backgrounds in gaming, systems programming, or consultancy with a strong delivery mindset.

Seniority level
  • Seniority level
    Mid-Senior level
Employment type
  • Employment type
    Full-time
Job function
  • Job function
    Information Technology and Finance
  • Industries
    Investment Banking, Capital Markets, and Financial Services

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