Chicago Board Options Exchange-posted 3 months ago
$25 - $36/Yr
Intern
Hybrid • Chicago, IL
1,001-5,000 employees
Administrative and Support Services

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. Cboe interns work with a variety of staff across multiple departments and have the opportunity to put their skills to work in their field of interest, while learning about Exchange technology and operations through our robust Options Institute courses. The three main foundational pillars of our internship program are: develop, educate and network. We want to ensure each of our interns receive a real-world working experience that encourages academic, professional and personal growth. Candidates should be versatile, eager and able to work in a fast-paced, time-sensitive financial and technical environment. Our interns will have the flexibility of working 2 days remotely, and 3 days in office per week at one of our state-of-the-art offices in Chicago, Kansas City, and New York City. To be eligible for this internship, applicants must be enrolled in a university or college program and should not be scheduled to graduate before December of the internship year. Our internship program runs from June to August and you will wrap up your internship with a final presentation and retreat.

  • Develop and implement quantitative software applications to process and analyze real-time financial market data in a high-performance 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 management 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
  • Must be currently enrolled in a BA/BS program in STEM and should not be scheduled to graduate before December of the internship year
  • STEM background with an interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics
  • Must have strong programming skills in C++ and/or Java; functional programming skills in SQL; working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing is a plus
  • Programming in CUDA is a plus
  • Financial markets experience a plus (market data, reference data, risk)
  • Strong Linux background is a plus
  • Strong ability to work within a global team, prioritize tasks, and meet deadlines
  • Competitive compensation
  • Flexible, hybrid work environment, 3 days in office, 2 days remote, per week
  • 2:1 401(k) match, up to 8% match immediately upon hire
  • Daily complimentary in-office lunch from local restaurants
  • Endless free coffee and snacks to fuel your workday
  • Monthly in office networking events and happy hours
  • Associate Resource Groups (ARGs) and affinity groups for support and community building
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