VP, Front-Office Quant Dev & XVA Engine Lead

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

Job summary

State Street Corporation is seeking an experienced Front-Office Quant Developer to join the Global Markets IT team in building advanced valuation models for XVA and counterparty risk management.

You'll work with Modern C++ (C++20/23), Java 17+, Python, and time-series tools like kdb+/q, SQL, Linux, Boost, QuantLib, CUDA/OpenCL. You will implement features, backtest algorithms, and deploy the runtime infra to support trading desks.

Qualifications

• MSFE or equivalent, with strong financial engineering background.
• Minimum 15 years of professional experience in quantitative development.
• Hands-on CUDA programming experience is essential.
• Proficiency in C++ (Modern, templates) and Java with Python basics.

Responsibilities

• Implement features for XVA calculations with quant team.
• Develop test cases and harness to validate implementations.
• Perform back testing of algorithms and models.
• Collaborate with infra teams to set up compute env.
• Deploy and maintain runtime infrastructure and respond to issues.

Skills

C++ multithreading

Java concurrency

Python (NumPy/Pandas)

Education

MSFE

BSc CS & Math

Tools

kdb+/q

QuantLib

CUDA/OpenCL

Linux

Git

Jira

CI/CD

Job description

State Street Corporation is seeking an experienced Front-Office Quant Developer to join the Global Markets IT team in building advanced valuation models for XVA and counterparty risk management.

You'll work with Modern C++ (C++20/23), Java 17+, Python, and time-series tools like kdb+/q, SQL, Linux, Boost, QuantLib, CUDA/OpenCL. You will implement features, backtest algorithms, and deploy the runtime infra to support trading desks.