Senior C++ Quant Developer, Macro

About the role

Lead the architecture, development, and evolution of the production C++ pricing library used across the macro business, delivering robust quantitative analytics and improving performance, consistency, and extensibility. Own releases and production support, investigate pricing and risk discrepancies, and collaborate with researchers, traders, risk users, and technology teams while mentoring developers. Requires 7+ years developing and supporting production quantitative analytics libraries in financial markets, along with deep expertise in modern C++ and designing high-performance, extensible libraries for long-lived systems. Candidates should understand pricing, valuation, calibration, curves, scenarios, sensitivities, and risk, and be able to design stable interfaces and collaborate effectively across teams.