Lead Quantitative Software Engineer, Front-Office Quant Developer, VP

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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Expertise in quantitative development and valuation modeling, with a strong foundation in CUDA programming and proficiency in C++, Java, and Python. Demonstrated ability to collaborate with business and technology teams to implement complex financial algorithms and maintain runtime infrastructure.

Highest-signal resume keywords

CUDA ProgrammingC++ DevelopmentJava 17+ KnowledgePython with NumPy and PandasFront-Office Quantitative Development

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

C++JavaPythonCUDASQLKdb+/qLinuxQuantLibMonte Carlo SimulationsStochastic Calculus

Tools & Technologies

GitJiraCI/CD PipelinesBoostDistributed Grid Computing

Certifications & Qualifications

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

Industry Keywords

Valuation ModelsXVA ApplicationInterest Rate SwapsExotic OptionsHull-White Model Calibration

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
Implement features and functionality related to XVA calculations with the business quant team
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

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
Experience with front-office quantitative development
Experience with C++, Java, Python, and a wide range of financial products
Knowledge of modern C++ (C++20/23)
Knowledge of Java 17+ / Core & Functional
Knowledge of Python, NumPy, and Pandas
Knowledge of kdb+/q, SQL, Linux, Boost, QuantLib, Nvidia CUDA and/or OpenCL
Knowledge of interest rate swaps, basis swaps, swaptions, exotic options, FRAs, and inflation-linked products
Knowledge of stochastic calculus, Monte Carlo simulations, finite difference methods, yield curve bootstrapping, LMM, and Hull-White model calibration
Knowledge of multithreaded C++, templates, STL, Boost, Java concurrency, and garbage collection tuning
Knowledge of distributed grid computing, Git, Jira, and CI/CD pipelines

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
Paid sick leave
Short-term disability
Family care responsibilities leave
Employee Assistance Program
Incentive compensation, including eligibility for annual performance-based awards
Eligibility for certain tax-advantaged savings plans
Inclusive development opportunities
Flexible work-life support
Paid volunteer days
Employee networks