full-time
Lead Quantitative Software Engineer / Front-Office Quant Developer, VP
State Street
- Employer
- State Street
- Location
- Princeton, New Jersey, United States
- Working pattern
- on-site
- Salary
- $120,000–$217,500 / year
About the role
Implement features and functionality for XVA calculations in collaboration with the business quant team. Develop test harnesses, perform back testing of algorithms, and maintain the runtime compute infrastructure. Requires at least 15 years of experience with essential hands-on knowledge of CUDA programming and modern C++. Candidates should have a strong background in financial engineering or computer science and mathematics.