Quantitative Developer: Platform & Tools for Innovation

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

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.