Quantitative Technology Developer - Python and C++ - Vice President

Required Qualifications

• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, Financial Engineering, or a related quantitative discipline.
• Strong software engineering experience within Capital Markets, Risk Technology, Quantitative Analytics, or Financial Services environments.
• Expert-level Python programming skills with experience building production-grade applications and analytics frameworks.
• Strong C++ development experience, with an emphasis on performance, scalability, and maintainability.
• Experience developing and supporting analytics libraries for derivatives pricing, exposure calculations, or risk management platforms.
• Strong understanding of object-oriented design, software architecture, data structures, and algorithms.
• Experience developing software on Linux/Unix platforms.
• Familiarity with SDLC processes, Git, Jenkins, CI/CD pipelines, and automated testing frameworks.
• Strong analytical and problem-solving skills with attention to detail and quality.
• Excellent communication and collaboration skills, with the ability to work effectively across global teams.
• Proven ability to take ownership of complex deliverables and drive them to successful completion.

Preferred Qualifications

• Knowledge of Counterparty Credit Risk (CCR), Exposure Modeling, XVA, Market Risk, or quantitative risk analytics.
• Understanding of derivatives products across Rates, Credit, Equities, FX, and Commodities asset classes.
• Familiarity with numerical methods, statistical analysis, optimization techniques, and Monte Carlo simulations.
• Experience working on regulatory initiatives including Basel, Stress Testing, FRTB, CCAR, or Model Risk Management.
• Exposure to distributed computing, high-performance computing, or large-scale analytics platforms.
• Prior experience working closely with quantitative researchers and model development teams.
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