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C++ Software Engineer


Software Engineers provide the necessary expertise for the implementation and the maintenance of valuation models.  These models are at the heart of the infrastructure that produces and vends pricing data to all trading desks.

Software development cycles are short and releases of proprietary software are frequent.  This is a fast-paced, dynamic team environment.  Software engineers will quickly see the results of their work and the impact that work has on business.


-Build and maintain libraries for volatility and valuation models for options and other derivatives.
-Create software tools for quant research and risk management.
-Design and implement distributed valuation systems for real-time option pricing.
-Collaborate with several teams to deliver solutions that enhance trading, quoting and risk management.


-5+ years of software development experience.
-Outstanding C++ programming and design skills (familiarity with C++11/Boost nice to have).
-Experience in Python a big plus.
-Experience with unit testing, regression testing and general test automation.
-Independent problem solving and excellent communication skills, must be able to translate real-world requirements into quantitative terms.
-B.S. in engineering, computer science or other quantitative field.

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