Software Engineer (C++)

Responsibilities

• Work with our quants to implement pricing and numerical models efficiently and correctly.
• Review code, answer design questions, and help teammates (who are strong quants or strong engineers but not always C++ specialists) write better C++.
• AI development tools (Claude Code, Codex, and similar) are a standard part of how we build software here, and we'll expect you to use them well.
• Cut build times, improve the test and CI setup, and improve the developer experience.

Requirements

• You have a Bachelor's degree or Master's degree in a computer science or another highly technical discipline (physics, engineering, chemistry, etc.)
• You have roughly 2 to 6 years of professional C++ experience, or comparable depth from academic or open source work.
• You've worked substantially in a large C++ codebase, in industry or academia, and you're fluent in modern object-oriented and/or functional programming paradigms.
• You are proficient in Python and have used at least one other systems language (Rust, C#, Java, etc.).
• You care how your code reads. You write clear, concise, well-organized C++.
• You are comfortable with using agent-driven development workflows to generate high-quality code.
• You work well independently, and just as well as part of a small, hybrid team.
• You are authorized to work in the US.

Preferred

• Hardware-aware programming: SIMD, GPUs, cache behavior, concurrency.
• Active open-source contributor in the C++ ecosystem.
• Experience working on an options market making or derivatives quant library, or other quantitative finance background.

Core library development

Build and develop our core C++ quant library, from interface design through implementation, tests, and documentation.

Library design

You'll help design the internal APIs that our team uses as well as the external APIs that our clients depend on to power their trading.

Performance work

Investigate and profile algorithms, functions, or entire workflows to understand and improve their performance.

Who You Are

• You're careful. You test your work to know it's right, and you think through numerical edge cases before a client finds them.
• You're rigorous about performance. You measure first, and you understand how the hardware affects the code you write.
• You explain your thinking clearly, in code, review comments, design discussions, and writing.