Software Engineer

About this role

Senior Quantitative Developer | Jersey City, NJ | Hybrid | $97,000 - $185,000

We're working with one of the world’s most influential global asset managers on this exciting opportunity. We are looking for a heavy-hitting engineer to bridge the gap between complex mathematical research and high-performance production code within a premier Fixed Income group.

This is a high-impact role where you will build the analytical engines that drive multi-billion dollar portfolio construction and risk management. You’ll be working at the intersection of C++, Python, and sophisticated financial modeling to deliver alpha-generating solutions in a fast-paced, elite trading environment.

The Role

• Partner directly with Quantitative Researchers and Investment Professionals to conceptualize and build robust, scalable analytical solutions for Fixed Income markets.

• Design and implement high-performance C++ libraries for interest rate modeling, derivatives pricing, and curve fitting using PDE solvers and Monte Carlo simulations.

• Build and maintain full-stack analytical tools, leveraging Python for rapid prototyping and SQL for complex data management in a Linux environment.

• Modernize the research stack by deploying containerized applications via AWS EKS and implementing streamlined CI/CD pipelines with Jenkins and GitHub.

• Drive technical excellence through Object-Oriented Programming (OOP) best practices and the application of sophisticated design patterns in production code.

What You'll Need

• At least 6 years of experience as a Senior Quant Developer, ideally with a deep background in Fixed Income, interest rate derivatives, or financial engineering.

• Expert-level proficiency in C++ and Python, with a strong grasp of numerical methodologies including finite-difference methods, tree models, and optimization techniques.

• Proven experience with Cloud technologies (AWS) and container orchestration (EKS/Kubernetes) within a DevOps-focused environment.

• So...