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The Front Office Financial Software Engineer will play a pivotal role in designing and implementing high-performance APIs that expose a comprehensive mortgage analytics quantitative library. These APIs will serve as the backbone for delivering advanced financial modeling capabilities—including interest rate modeling, mortgage prepayment and default analysis, derivative valuation, hedging strategies, and horizon forecasting—to a diverse set of users and use cases across the bank.
Job Responsibility:
Implement and enhance the firm’s proprietary analytics library in C++
Generate, test, implement, and deploy ideas to improve system performance or team productivity
Improve the library’s safety, reliability, and usability
Work constructively in collaboration with business, model development, model validation, and IT
Ability to travel up to 10% of the time
Requirements:
7+ years of Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
2+ years of hands-on C++17 and Python 3 experience
1+ year of C API design and development experience (JNI, SWIG)
Nice to have:
Master's degree or higher in a quantitative discipline such as mathematics, statistics, engineering, physics, economics, or computer science
Experience with API design (e.g. scripting find modules, CTest, CMake presets)
Deep understanding of platform-specific ABIs (e.g., System V ABI, Windows ABI)
Experience with calling conventions (cdecl, stdcall, fastcall, etc.)
Familiarity with compiler behavior and object file formats
Ability to write portable and stable C interfaces
Knowledge of dynamic linking, symbol resolution, and runtime behavior
Hands on programming experience on C++2x
3+ years of quantitative analytics library software development experience in a buy-side or sell-side institution or a quant solution vendor
Experience in software development cycle and agile technologies, e.g. Git, Jira, Confluence
What we offer:
Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance