C++ Quantitative Developer Job at Susquehanna International Group (New York)

Quantitative Developer

Client description: Montrose Software has an ongoing relationship with one of th...

Location

Poland , Kraków

Salary:

Not provided

Montrose Software

Expiration Date

Until further notice

Requirements

5+ years of experience in software development, ideally in the quantitative finance area
Good knowledge of C++ and basic knowledge of Python
In-depth knowledge of various (vanilla and exotic) derivative products
Familiarity with mathematical models for the dynamics of the financial market
FpML knowledge is a plus
Numeracy to be able to understand quantitative finance
Commercial experience in financial or capital markets
Ability to use a version control system, ideally Git
Finding yourself in a large codebase
Good communication skills

Job Responsibility

Maintaining and enhancing a Risk management system for a big bank
Working on a core internal instrument for data analyst and economist to make risk calculations

What we offer

Diverse teams
Interesting, challenging and exciting work in international teams
Team events
Flexible working hours
Modern office
Lunches
Food
Health
Sport
Training budget

Fulltime

C++ Developer

Client description: Montrose Software has an ongoing relationship with one of th...

Location

Poland , Kraków

Salary:

Not provided

Montrose Software

Expiration Date

Until further notice

Requirements

Excellent knowledge of C++
Knowledge of institutional equity and commodity derivatives trading systems, particularly Fusion Sophis (Finastra)
Fluent in spoken and written English
Demonstrated ability to deliver timely, working solutions
Numeracy to be able to understand quantitative finance
Ability to use version control system, ideally Git
Strong software engineering or math background

Job Responsibility

Bug fixing and new features development
Continuous effort to modernize and keep the software modern

What we offer

Diverse teams
Interesting, challenging and exciting work in international teams
Team events
Flexible working hours
Modern office
Lunches
Breakfasts, a fridge full of food and best coffee money can buy
Private medical insurance
Budget for any sport/fitness activity you choose
Training budget for conferences and trainings

Fulltime

Quantitative Developer

Quantitative Developer – Python | Hedge Fund | New York | $400k TC. We are worki...

Location

United States , New York, Manhattan

Salary:

400000.00 USD / Year

Orbis Consultants

Expiration Date

Until further notice

Requirements

5–7 years’ experience as a Quant Developer / Software Engineer (flexible on range)
Expertise in Python with a track record of delivering high-quality, production-ready code
Prior experience in a systematic trading / financial markets environment is required
Solid understanding of relational databases
Strong problem-solving skills, CS fundamentals and ability to work in high-pressure, fast-paced environments

Job Responsibility

Design, develop and optimise trading systems, research platforms and tools supporting systematic investment strategies
Collaborate closely with Quant Researchers and Traders to implement production-grade code and deliver robust, scalable solutions
Work on data integration, performance tuning and ensuring low-latency, high-throughput execution
Leverage strong computer science fundamentals to solve complex engineering challenges across the trading stack

Fulltime

Principal Quant Developer

Principal Quant Developer | Banking. An experienced Principal Quant Developer wh...

Location

Netherlands , Amsterdam

Salary:

Not provided

Levy Professionals

Expiration Date

Until further notice

Requirements

7+ years as a Quant Developer
Minimum 4 years’ experience building market or counterparty risk systems in C++
Background working with cross-functional teams in quantitative and risk-driven environments
Experience reviewing, guiding, and uplifting existing engineering teams is highly preferred
Strong understanding of quantitative concepts such as curve bootstrapping, implied volatilities, and standard pricing models
Solid knowledge of linear products and plain vanilla options, including basic pricing fundamentals
Able to lead design discussions, mentor engineers, and bring industry-standard development practices
Capable of working in a short-term, high-impact engagement where guidance, code review, and architecture leadership are key deliverables
Master of Science degree in a STEM field

Job Responsibility

Review and assess the end-to-end architecture and detailed implementation of existing margin models
Lead requirements analysis and guide the design process for enhancements
Perform ongoing code reviews and mentor IT Risk Engineers throughout the implementation
Collaborate with QRM, quants, IT developers, and business teams to align technical and risk objectives
Drive model accuracy, system performance, and overall reliability

Quantitative Engineer

Blockchain.com is connecting the world to the future of finance. As the most tru...

Location

United Kingdom , London

Salary:

Not provided

Blockchain

Expiration Date

Until further notice

Requirements

A deep passion for technology, software development, and mathematics
Proficiency with C++/Rust
Experience with derivatives and knowledge of pricing library design
Provide timely systems support for trading activities
Exceptional quantitative and analytical skills
Bachelor’s or Master’s in Computer Science, Mathematics, Statistics, or equivalent experience
Strong written and verbal communications skills

Job Responsibility

Design, develop, test, and deploy pricing & risk-management library for OTC trading Code optimization
Working in a scaled, performance based software environment building efficient, reliable/high-availability and fast applications
Partner with the traders to define priorities and deliver custom software solutions
Design and develop high-performance C++/rust components used by trading applications

What we offer

Full-time salary based on experience and meaningful equity in an industry-leading company
Work from Anywhere Policy: You can work remotely from anywhere in the world for up to 20 days per year
ClassPass
Budgets for learning & professional development
Unlimited vacation policy
Apple equipment
The opportunity to be a key player and build your career at a rapidly expanding, global technology company in an emerging field
Flexible work culture

Fulltime

Risk Capital - Model Developer - VP

The role involves leading the model development and implementation for economic ...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

3-5 years’ relevant experience in financial industry or equivalent research experience in hard science fields
MSc or PhD required
Strong mathematical knowledge in statistics, stochastic analysis, and other related quantitative fields
Solid understanding of risk metrics, quantitative finance, and risk management practice
Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation
Strong programming skills in Python or C++
Experience with database and SQL is preferable
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time

Job Responsibility

Lead the model development and implementation for economic risk capital models
Maintain existing risk capital models for banking book interest rate and FX risks
Review and improve model methodologies
Support business and production process
Perform periodic model performance monitoring
Review and maintain model documents
Provide explanations to model output
Develop, implement, and test model methodology changes
Manage model risk across the model life-cycle
Monitor production process and identify key risk drivers

What we offer

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources

Fulltime

Senior Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...

Location

Hungary , Budapest

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems
Solid understanding of statistical and mathematical modeling techniques, including numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
Ability to independently problem-solve and drive solutions from conception to implementation
Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences
Strong work ethic and a team player with excellent time management skills
Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
Proven experience 3+ years in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.

Job Responsibility

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.

What we offer

Competitive compensation package, including an annual salary review and discretionary performance bonus
Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme)
Flexible hybrid work model, blending modern office collaboration with the convenience of remote work
A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks
Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed
Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas
Extensive career development and growth opportunities across Citi's global network
Direct exposure and collaboration with a wide range of senior stakeholders across different functions.

Fulltime

Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Strong technical and programming skills in C++ and Python
Experience in developing complex numerical algorithms or large-scale data processing systems
Solid understanding of statistical and mathematical modeling techniques
Knowledge of numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
Ability to independently problem-solve and drive solutions from conception to implementation
Excellent communication skills (written and verbal)
Strong work ethic and team player with excellent time management skills
Master's or PhD degree in a quantitative field (Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
5+ years experience in quantitative modeling and analytics within financial derivatives or risk management

Job Responsibility

Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library
Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools
Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
Collaborate with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions

What we offer

Private healthcare
Award winning pension scheme
Multisport
Life insurance
Holiday allowance
Anniversary program
Competitive maternity and paternity scheme
Hybrid model of work
Flexible working hours
Structured onboarding process

Fulltime

C++ Quantitative Developer

Susquehanna International Group

Location:
United States , New York

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
February 01, 2026

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