Sr Software Engineer, Quant

Cboe Global Markets • Chicago, IL

126d • $119,000 - $147,000

About The Position

Cboe Global Markets 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.

Nice To Haves

• CUDA programming experience preferred.
• 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.

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

• Medical Coverage
• Prescription Drug Coverage
• Additional Medical Benefit
• Dental Coverage
• Vision Coverage
• 401K or Pension Company Match
• Spending Accounts
• Life and AD&D Insurance
• Retirement Savings Plan
• Employee Stock Purchase Plan (ESPP)
• Voluntary & Additional Benefits
• Paid Time Off

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: Master's degree
• Number of Employees: 1,001-5,000 employees