Lead Quantitative Software Engineer, Front-Office Quant Developer

State Street

. Work closely with business and technology teams to build valuation models .

Posted 9/18/2026full-timeBoston • New Jersey • United StatesSenior💰 $120,000 - $217,500 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in building valuation models and developing XVA applications using C++, Java, and Python. Proficient in financial products, algorithmic trading, and advanced quantitative methods including stochastic calculus and Monte Carlo simulations.

Highest-signal resume keywords

C++ ProgrammingJava DevelopmentPython ProgrammingFinancial EngineeringAlgorithmic Trading

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

C++JavaPythonSQLTime-Series DatabasesMultithreaded ProgrammingQuantLibNvidia CUDAOpenCLStochastic Calculus

Tools & Technologies

LinuxKdb+/qGitJiraCI/CD Pipelines

Certifications & Qualifications

Master of Science in Financial EngineeringBachelor of Science in Computer Science & Mathematics

Industry Keywords

Fixed IncomeRates DerivativesAlgorithmic TradingInterest Rate SwapsExotic Options

Tech Stack

Tools & technologies

JavaLinuxNumpyPandasPythonSQLC++

About the role

Key responsibilities & impact

Work closely with business and technology teams to build valuation models
Work with the Global Markets IT team to build an in-house XVA application
Collaborate with the business quant team to implement features and functionality for XVA calculations
Develop test cases and test harnesses to validate implementations
Perform back testing of algorithms
Work with infrastructure teams to set up the application compute environment
Deploy and maintain runtime infrastructure
Respond to issues and user queries

Requirements

What you’ll need

Experience working with diverse technologies including C++, Java, and Python
Experience with a wide range of financial products
Modern C++ (C++20/23)
Java 17+ (Core & Functional)
Python
Time-series databases such as kdb+/q
SQL
Linux
Boost
QuantLib
Nvidia CUDA and/or OpenCL
Experience with fixed income, rates derivatives, and algorithmic trading
Multithreaded C++ including Templates, STL, and Boost
Core Java including concurrency and garbage collection tuning
Python including NumPy/Pandas
Knowledge of Interest Rate Swaps, Basis Swaps, Swaptions, Exotic Options, Forward Rate Agreements, and inflation-linked products
Knowledge of stochastic calculus, Monte Carlo simulations, finite difference methods, yield curve bootstrapping, Libor Market Model, and Hull-White model calibration
Linux environment, kdb+/q time-series database, distributed grid computing, Git, Jira, and CI/CD pipelines
Master of Science in Financial Engineering (MSFE) or Bachelor of Science in Computer Science & Mathematics
At least 15 years of experience
Hands-on knowledge of CUDA programming is essential

Benefits

Comp & perks

Retirement savings plan (401K) with company match
Basic life insurance
Medical insurance
Dental insurance
Vision insurance
Long-term disability insurance
Optional additional insurance coverages
Paid vacation leave
Paid sick leave
Short-term disability
Family care responsibilities leave
Employee Assistance Program
Incentive compensation, including eligibility for annual performance-based awards
Certain tax-advantaged savings plans
Inclusive development opportunities
Flexible work-life support
Paid volunteer days
Employee networks