Quantitative Developer / Compiler Engineer

Quantitative Developer / Compiler Engineer

Posted 1 day ago by TRIBES

Negotiable
Undetermined
Remote
United Kingdom

Summary: The role of Quantitative Developer / Compiler Engineer involves supporting the development of a specialized graph compiler aimed at optimizing performance for complex financial simulations. Candidates will collaborate on design and optimization, integrate simulation logic with high-performance computing workflows, and enhance systems for risk analytics and derivatives pricing. The position requires a unique combination of financial modeling expertise and strong programming skills, particularly in C++ and Python. This is a fully remote position with an emphasis on diversity and inclusion in the hiring process.

Key Responsibilities:

  • Collaborating on the design and optimization of a domain-specific graph compiler tailored to financial simulations
  • Working closely with internal teams and stakeholders to integrate simulation logic with high-performance computing workflows
  • Profiling and optimizing computational code paths to significantly reduce runtime and improve accuracy
  • Supporting or enhancing systems that handle risk analytics, derivatives pricing, and exposure simulations

Key Skills:

  • Strong programming experience in C++ and Python
  • Prior experience as a Quant or Compiler Engineer, ideally within investment banks or hedge funds
  • Deep understanding of XVA, Monte Carlo methods, or other financial risk modeling frameworks
  • Familiarity with numerical methods and high-performance computing
  • Ability to work independently and communicate complex concepts to both technical and non-technical audiences
  • Knowledge of DSLs (domain-specific languages), compiler design, or GPU acceleration (nice-to-have)
  • Prior work on graph-based compilers or computational graph frameworks (nice-to-have)
  • Experience collaborating with quant research teams and risk/valuation groups in a financial institution (nice-to-have)

Salary (Rate): undetermined

City: undetermined

Country: United Kingdom

Working Arrangements: remote

IR35 Status: undetermined

Seniority Level: undetermined

Industry: IT

Detailed Description From Employer:

Location: Remote (work from anywhere)

Start Date: ASAP

Duration: Contract or potential full-time (to be discussed with shortlisted candidates)

Overview: Overview: The client seeks experienced Quantitative Developers or Compiler Engineers to support a cutting-edge project involving the development of a specialized graph compiler. This compiler is designed to optimize performance for complex financial simulations, such as those used in valuation adjustments (XVA) and large-scale Monte Carlo analyses. The work requires a rare blend of financial modeling knowledge and deep systems/engineering capability.

Role Involves:

  • Collaborating on the design and optimization of a domain-specific graph compiler tailored to financial simulations
  • Working closely with internal teams and stakeholders to integrate simulation logic with high-performance computing workflows
  • Profiling and optimizing computational code paths to significantly reduce runtime and improve accuracy
  • Supporting or enhancing systems that handle risk analytics, derivatives pricing, and exposure simulations

Key Requirements:

  • Strong programming experience in C++ and Python
  • Prior experience as a Quant or Compiler Engineer, ideally within investment banks or hedge funds
  • Deep understanding of XVA, Monte Carlo methods, or other financial risk modeling frameworks
  • Familiarity with numerical methods and high-performance computing
  • Ability to work independently and communicate complex concepts to both technical and non-technical audiences

Nice-to-Have:

  • Knowledge of DSLs (domain-specific languages), compiler design, or GPU acceleration
  • Prior work on graph-based compilers or computational graph frameworks
  • Experience collaborating with quant research teams and risk/valuation groups in a financial institution

About the Client: The client is engaged in building next-generation financial simulation infrastructure, pushing the boundaries of performance and precision in capital markets software. They are looking for top-tier technical minds to support a confidential initiative with strategic importance.

Work Environment: This is a fully remote position, with flexibility to work from anywhere. The team operates in a fast-moving, intellectually rigorous environment and values pragmatic problem-solving and autonomy. Tribes is committed to diversity, equity, and inclusion. We actively seek to present candidates from a broad range of backgrounds and experiences and encourage people from underrepresented groups in finance and technology to apply.