Front Office Quantitative Software Engineer

About the area:

Front Office (FO) Quants team un QBS are responsible for the development of mathematical models and computational tools for pricing, risk management, and strategy optimization in financial markets. The team works closely with traders and structurers, providing real-time solutions to support decision-making. Their work combines quantitative modeling, high-performance programming (primarily in C++), and data analysis across multiple asset classes. Additionally, they ensure the efficient integration of models into trading and risk systems, guaranteeing accuracy and speed in high-demand environments.

Our team plays a key role in shaping the architecture of valuation libraries, ensuring high performance and seamless integration into corporate systems. We specialize in high-performance computing, define quality standards for quantitative development, and establish best practices for software engineering. Collaborating closely with quants, we support projects across multiple asset classes.

Role Overview:

As a Quantitative Software Engineer, you will help drive quantitative development projects, focusing on:

• Integrating valuation models into enterprise systems.
• Optimizing application performance for high-efficiency execution.
• Designing scalable architectures for computational finance solutions.
• Enhancing development practices within quant teams.

You will work alongside Quantitative Analysts and Developers, contributing to the implementation and validation of models across diverse asset classes. Strong expertise in derivatives pricing and advanced C++ skills are essential.

Key Responsibilities:

• Develop and refine valuation library architectures.
• Improve the efficiency and scalability of financial applications.
• Ensure smooth integration of models into corporate infrastructure.
• Define and enforce quality and development standards.
• Collaborate with quants on cross-asset projects.

What are we looking for?

Required skills and experience:

1. Strong background in C++ programming, including object-oriented programming, STL, templates, and best practices. A minimum of 5 years of experience is required.

2. At least 5 years in a similar role (Front Office Quantitative Team), developing trading tools such as pricers, models, sensitivities, and reports, while actively interacting with trading desks.

3. Expertise in financial mathematics and derivative valuation.

4. Experience in multiplatform development (linux & window), continuous integration, and the software development lifecycle.

5. Strong background in mathematics and problem-solving.

Knowledge and proven experience in some of these areas of expertise:

• Boost, Conan, Google Protocol Buffer, Gradle, cmake.
• Experience with cloud technologies and related frameworks (AWS, Azure).
• Docker.
• Experience with the Murex platform and Murex Flex API.
• Python programming.
• Designing sustainable architectures for Excel add-ins using .NET Framework.
• Computational optimization using distributed computing, GPUs, vectorization, or other high-performance computing (HPC) techniques.
• HPC Grid desirable IBM platform symphony.
• Experience integrating trading tools with vendor solutions.

Education:

• MSc in Engineering, Physics or Math (STEM profiles).
• MSc in Quantitative Finance is a plus.
• PhD in a technical fields or Quantitative Finance is highly valued.