VP Front Office Quant Developer – XVA & Fixed Income

State Street; Princeton (NJ); On-site; USD 120,000 - 218,000; Full time

Benefits offered by this job

401K match

Medical insurance

Dental insurance

Vision insurance

Paid time off

Long-term disability

Employee Assistance Program

Bonus / incentive compensation

Savings plans

Job summary

State Street in Princeton, New Jersey is seeking an experienced Front Office Quant Developer to collaborate with business and technology teams to build valuation models. The role emphasizes modern C++, Java, Python within Fixed Income, Rates Derivatives, and Algorithmic Trading, with CUDA programming experience.

You will implement XVA calculations, develop tests, backtest algorithms, and maintain the runtime infrastructure.

Qualifications

• Master of Science in Financial Engineering or a BS in Computer Science & Mathematics with extensive quant experience.
• Minimum 15 years of experience in front-office quantitative development.
• Hands-on CUDA programming experience is essential.

Responsibilities

• Implement features and functions for xva calculations with the quant team.
• Develop test cases and harnesses to validate implementations.
• Set up compute environments, deploy and maintain runtime infrastructure.
• Address issues and support end-users as needed.

Skills

C++

Java

Python

CUDA

kdb+/q

Linux

Boost

QuantLib

OpenCL

Multithreading

Education

Master of Science in Financial Engineering

Bachelor of Science in Computer Science & Mathematics

Tools

CUDA Programming

kdb+/q

SQL

Linux

Boost

QuantLib

OpenCL

Job description

State Street in Princeton, New Jersey is seeking an experienced Front Office Quant Developer to collaborate with business and technology teams to build valuation models. The role emphasizes modern C++, Java, Python within Fixed Income, Rates Derivatives, and Algorithmic Trading, with CUDA programming experience.

You will implement XVA calculations, develop tests, backtest algorithms, and maintain the runtime infrastructure.