Senior Software Engineer, Quant - hybrid in Chicago, IL or NYC
About The Position
At Cboe Global Markets, we inspire our people to solve complex challenges together because what we do matters. We provide the financial infrastructure that powers the global economy. As a leading provider of market infrastructure and tradable products, Cboe delivers cutting-edge trading, clearing and investment solutions to market participants around the world. We’re building meaningful ways to support professional and personal development while strengthening the trust we’ve earned as a global market leader. Our teams are empowered to share ideas, actively pursue them and bring on a challenge. As champions of internal mobility and access to opportunity, we encourage our people to “go for it” and equip our managers with the training to coach their teams to the next level. We strive to provide employees a safe space to network, share ideas and create opportunities. Sound like the place for you? Join us! 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.
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.
- 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
- 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
- Bachelor's degree required
Nice To Haves
- CUDA programming experience preferred.
- Master’s or PhD in a STEM field highly preferred
Responsibilities
- 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
Benefits
- Fair and competitive salary and incentive compensation packages with an upside for overachievement
- Generous paid time off, including vacation, personal days, sick days and annual community service days
- Health, dental and vision benefits, including access to telemedicine and mental health services
- 2:1 401(k) match, up to 8% match immediately upon hire
- Discounted Employee Stock Purchase Plan
- Tax Savings Accounts for health, dependent and transportation
- Employee referral bonus program
- Volunteer opportunities to help you give back to your communities
- Complimentary lunch, snacks and coffee in any Cboe office
- Paid Tuition assistance and education opportunities
- Generous charitable giving company match
- Paid parental leave and fertility benefits
- On-site gyms and discounts to other fitness centers
- Paid Time Off
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What This Job Offers
Job Type
Full-time
Career Level
Senior
