About the Job:

We are seeking a highly motivated Senior C++ Developer (58 years of experience) to design, develop, maintain, and enhance high-performance quantitative pricing libraries and model infrastructure.

The role requires strong expertise in C++, quantitative development, option pricing methodologies, and derivatives valuation.

The successful candidate will work closely with quantitative, technology, and business teams to build robust pricing solutions, strengthen testing and validation frameworks, and drive automation initiatives.

Key Responsibilities:

- Develop, maintain, and enhance quantitative pricing libraries and model infrastructure using C++.

- Design and implement high-quality, scalable, and production-ready C++ solutions for pricing and valuation systems.

- Develop model validation tests, benchmarking frameworks, and automated testing processes.

- Support the validation and testing of pricing models across derivatives and structured products.

- Analyze model behavior, investigate discrepancies, and assist in resolving pricing and model-related issues.

- Review and improve existing pricing libraries to enhance performance, reliability, maintainability, and code quality.

- Automate manual processes and develop tools to improve the efficiency, accuracy, and scalability of quantitative workflows.

- Participate in code reviews, unit testing, integration testing, and deployment activities.

- Prepare and maintain technical documentation, specifications, testing evidence, and development-related deliverables.

- Collaborate with quantitative analysts, model validation teams, technology teams, and business stakeholders.

- Contribute to continuous improvements in development standards, testing frameworks, and engineering practices.

Required Qualifications:

- Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, Physics, Quantitative Finance, Financial Engineering, or a related discipline.

- 58 years of experience in C++ development, preferably within investment banking, financial services, quantitative development, or pricing systems.

- Strong programming expertise in C++ with experience developing and maintaining complex, high-performance applications or libraries.

- Experience working with quantitative libraries, pricing systems, or financial applications is highly preferred.

- Solid understanding of option pricing methodologies and derivatives valuation techniques.

- Experience with software testing, benchmarking, debugging, and performance optimization.

- Strong analytical and problem-solving skills with excellent attention to detail.

- Ability to work effectively in a cross-functional environment involving technology, quant, and business stakeholders.

Core Competencies:

- Strong C++ development expertise.

- Quantitative finance and derivatives pricing knowledge.

- High-performance application and library development.

- Software testing, debugging, and validation.

- Automation and continuous improvement mindset.

- Strong analytical and problem-solving abilities.

- Clear technical documentation and communication skills.