Quantitative Developer
Role details
Job location
Tech stack
Job description
Cboe is looking for an experienced Senior Quantitative Developer who seeks a new challenge in the financial technology services industry. You will work within a team of seasoned developers, technologists, and quants with immense experience in financial markets and a keen interest in financial modeling and analytics., * Develop and implement quantitative models and software applications to process and analyze real-time financial market data in a high-performance, real-time computing environment
- Maintain and optimize existing software applications, and recommend and implement improvements
- Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans
- Regular communication with senior managers and technical colleagues
- Processing, collecting, and analyzing financial market data, including high frequency real-time pricing data and reference data
- Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources
- Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications, At Cboe, we are committed to providing a competitive, transparent, and market-informed total rewards program. The anticipated base salary range for this role is $119,000-$154,000 in Kansas, $130,900-$169,400 in Chicago, and $148,750-$192,500 in New York, with actual compensation determined by job-related factors such as skills, relevant experience, education, internal alignment, and location.
This role may also be eligible for annual incentive compensation and, where applicable, participation in Cboe's long-term equity programs.
Requirements
- Minimum 5 years of experience in financial markets required (market data, reference data, risk)
- Quantitative STEM background with a strong interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics experience
- Experience in financial derivatives modeling, corporate actions, securities, and derivatives reference data, including futures and options contracts
- Strong programming skills in Java and/or C++; functional programming skills in SQL; and working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing. CUDA programming experience preferred.
- Strong knowledge of and extensive experience with statistical concepts including Bayesian modeling and hypothesis testing; linear regression; principal components (PCA); tree models; and time series modeling such as GARCH
Specific Skills Required:
- Strong attention to detail, a highly analytical and quantitative mind, capable of translating analytical insights into actions
- Ability to work as a self-starter with minimal supervision; take ownership of projects from start to finish; develop requirements and specifications; QA testing, documentation and production release
- Ability to multi-task, prioritize and manage time effectively, in a deadline driven environment
- Strong interpersonal and communication skills necessary to work within a global team
Education: Bachelor's degree required and Master's or PhD in a STEM field highly preferred
Benefits & conditions
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Fair and competitive salary and incentive compensation packages with an upside for overachievement
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Generous paid time off, including vacation, personal days, sick days and annual community service days
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Health, dental and vision benefits, including access to telemedicine and mental health services
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2:1 401(k) match, up to 8% match immediately upon hire
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Discounted Employee Stock Purchase Plan
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Tax Savings Accounts for health, dependent and transportation
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Employee referral bonus program
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Volunteer opportunities to help you give back to your communities
Some of our associates' favorite benefits and perks include:
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Complimentary lunch, snacks and coffee in any Cboe office
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Paid Tuition assistance and education opportunities
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Generous charitable giving company match
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Paid parental leave and fertility benefits
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On-site gyms and discounts to other fitness centers
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Paid Time Off