Quantitative Developer

PEAK6 • Austin, TX

12d • Hybrid

About The Position

As a Quantitative Developer , you will work within a trading team to improve the suite of derivatives pricing, surface models, signals, and risk measures our traders use. This role is based out of our Austin, TX office. You’ll be responsible for: Interfacing directly with traders to understand their use cases and nuance of a given model Working as part of a team on end to end research initiatives to map elements of trader intuition into quantitative models Optimizing and supporting existing models Driving the company forward with new ideas that will impact the way we leverage market data Working with software engineers to ensure the reliable delivery of data and to translating research results to production Performing any or all of the above responsibilities for, or in support of, PEAK6 HC Holdings LLC or any of its affiliates, including, but not limited to, PEAK6 Group LLC

Requirements

• Experience working with Equity Derivatives
• 2-3 years of experience working in either quantitative research, machine learning, deep learning, stats, quantitative trading, or any other role building models on large datasets
• Programming experience, Python preferred, particularly around exploring large datasets
• Have completed a Bachelors, Masters or PhD in Mathematics, Statistics, Physics, Financial Engineering, or other related quantitative field
• A demonstrated track record of applying modeling techniques to real-world problems
• The ability to collaborate with subject matter experts in defining appropriate features and metrics for a given model
• Comfort implementing models from papers
• Experience working with large, noisy, or incomplete data sets and investigating underlying data issues

Responsibilities

• Interfacing directly with traders to understand their use cases and nuance of a given model
• Working as part of a team on end to end research initiatives to map elements of trader intuition into quantitative models
• Optimizing and supporting existing models
• Driving the company forward with new ideas that will impact the way we leverage market data
• Working with software engineers to ensure the reliable delivery of data and to translating research results to production
• Performing any or all of the above responsibilities for, or in support of, PEAK6 HC Holdings LLC or any of its affiliates, including, but not limited to, PEAK6 Group LLC

Benefits

• healthcare benefits (medical, dental and vision, EAP)
• competitive PTO
• 401k match
• parental leave
• HSA contribution match
• paid subscription to the Calm app
• generous external learning and tuition reimbursement benefits
• ability to work remotely up to two days a week
• discretionary annual bonus

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 1,001-5,000 employees