Quant Dev

Description: CTC is seeking a Quantitative Developer to join the Firmwide Quant Dev team in Greybox Technology. This team builds scalable, firmwide modeling platforms for the entire Options Market Making business, rather than supporting a single desk. Their work focuses on modernizing modeling libraries and creating frameworks that allow Quantitative Researchers to develop models quickly and efficiently. The Quantitative Developer in this role will help build tools and platforms that streamline QR workflows, offering simple interfaces while maintaining the performance required by trading systems. The team works closely with QRs across all desks and with other engineering groups—especially Fitting and Valuation—to deliver infrastructure that supports innovation firmwide.

Responsibilities: Lead the modernization of modeling libraries and related infrastructure. Design and implement modeling platforms that accelerate QR innovation cycles. Build development frameworks with guardrails that allow QRs to focus onbusiness logic rather than engineering complexity. Create tools and systems that streamline the research-to-production pipeline. Collaborate with QR teams across all desks to understand their modeling needsand pain points. Partner with other Greybox Technology teams, especially Fitting and Valuation, on firmwide infrastructure initiatives. Develop analytical libraries using foundational technology provided by ourengineering teams. Implement and optimize numerical techniques, algorithms, and computationalframeworks. Validate and document the performance of modeling frameworks and tools.

Requirements: Bachelor's degree or equivalent in a quantitative field such as mathematics, physics, engineering, computer science, statistics or economics. Minimum 3 years of relevant experience. Strong modern C++ programming skills, including deep familiarity with templates, STL, design patterns, and modern C++ best practices (C++17/20), OR solid C++fundamentals with excellent programming practices and demonstrated ability toquickly learn advanced concepts. Strong quantitative skills in numerical algorithms and simulation. Knowledge of derivative pricing models, products and markets (or strongwillingness to learn).Strong written and verbal communication skills. Passion for building tools and frameworks that enable others to innovate. Python and Java proficiency preferred for prototyping and integration work.