C# Software Engineer

Wolverine•Chicago, IL

2d•$80,000 - $120,000•Onsite

About The Position

We are seeking a motivated, self-directed, and technically outstanding developer with a strong quantitative background to join our team of Software Engineers responsible for building systems that support our options trading, valuation, and risk management infrastructure. With the ever-changing demands of markets and financial technology worldwide, these systems are in a constant state of improvement and expansion.

Requirements

Strong foundation in advanced mathematics and statistics, including probability theory, stochastic calculus, numerical methods, and linear algebra
Experience with data analytic tools such as SQL, Pandas, Jupyter, or similar, with an emphasis on financial time-series and market data
Experience with Windows, Linux, Python, .Net, WPF
Be organized, self-directed, and dependable; able to manage your own workload and provide reasonable estimates for completion
Have superb analytical and problem-solving skills, particularly in translating mathematical models into robust, high-performance code
Have excellent verbal and written communication skills, able to convey quantitative concepts and design decisions to both technical and non-technical stakeholders

Nice To Haves

Familiarity with options pricing models, risk metrics (Greeks, scenario analysis, volatility surfaces), market microstructure, and options trading workflows is a strong plus

Responsibilities

Engage in full cycle development of custom-built options valuation and risk management systems
Communicate with traders, risk managers, and quantitative analysts to identify issues and develop improvements to pricing and risk systems
Gather requirements, design solutions, iterate on implementations with peers and business advisors, participate in code reviews, and deliver products in a timely manner
Troubleshoot and solve complex problems escalated by trading and support staff
Provide insights on and help prioritize tasks to optimize, modernize, and improve the accuracy, performance, and scalability of our systems
Document mathematical specifications, model assumptions, software requirements, and test cases
Keep abreast of emerging developments in derivatives pricing theory, numerical methods, and financial technology

Benefits

Highly competitive salary & bonus opportunity
Generous paid time off and flexible scheduling
100% coverage of medical, dental, vision, life, and disability benefits for single coverage
Generous Paid Parental Leave
Retirement Plans: 401K and Roth 401K
Profit sharing plan
Long- and short-term disability
Free breakfast and lunch from our in-house kitchen with rotating menus (including snacks!)
On-site gym with a subsidized membership
Frequent company outings
Opportunity to give back to organizations that help individuals in need in the Chicagoland area
In-house education team – classes and resources are offered for continuous learning opportunities
Mentorship Program through your first six months of employment