full-time
Lead Quantitative Software Engineer / Front-Office Quant Developer, VP
State Street
- Employer
- State Street
- Location
- Boston
- 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 strong expertise in Modern C++, Java, and essential hands-on knowledge of CUDA programming. A Master's in Financial Engineering or a Bachelor's in Computer Science and Mathematics is preferred.