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VP-level quantitative developer; C++/IRD
Job in
Newport Beach, Orange County, California, 92659, USA
Listed on 2025-12-05
Listing for:
Quanta Search
Full Time
position Listed on 2025-12-05
Job specializations:
-
IT/Tech
Data Scientist
Job Description & How to Apply Below
Overview
VP-level quantitative developer (C++/IRD) role at Quanta Search – Newport Beach, CA
Our client is one of the world’s premier fixed income investment managers with thousands of professionals around the world united in a single purpose: creating opportunities for their clients in every environment. They bring innovation and expertise to their partnership with the institutions, financial advisors and millions of individual investors.
Responsibilities- The Analytics Platform team is seeking a VP-level quantitative developer to support interest rate (IR) derivatives. It is a phenomenal opportunity to get exposed to advanced analytics across the full spectrum of IR products.
- The candidate must possess programming aptitude in C++ and Python as well as a fairly deep understanding of interest rate products, which include volatility and spread instruments.
- This role is not in rates modeling but requires constant interactions with rates quants. It includes integration with the firm’s Beacon platform and implementation of exotic products in highly comprehensive market scenarios.
- The development can be in hybrid mode across cloud and on-premises.
Newport Beach, CA
Requirements- Minimum master’s degree in Computer Science or hardcore engineering with math background. Graduation from top schools is preferred.
- 5-7 years of work experience in top-tier financial firms; directly supporting fixed income trading is preferred.
- 3-5 years of work experience in implementation of yield curves, volatility cubes, and both vanilla and exotic interest rate derivatives
- Extensive programming skill in C++ (STL, boost, design pattern, and C++11/14) and experience in Python programming as we as interface between C++ and Python. This is a hands-on job in a highly productive environment.
- Strong attention to detail with high standards; responsible for the whole development cycle
- Able to articulate issues and explain to quants and portfolio managers
- Mid-Senior level
- Full-time
- Engineering and Information Technology
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