Vice President, Quantitative Developer - SpiderRock

BlackRock•Chicago, IL

23h•$160,000 - $210,000•Hybrid

About The Position

SpiderRock Advisors (SRA) is seeking a highly skilled Quantitative Developer to help scale the technology supporting its option overlay separately managed account (SMA) strategies. The role supports proposal generation, portfolio construction, risk analytics, and trading workflows. The position is part of SRA’s technology organization and focuses on designing, building, and supporting production-grade platforms for option analytics, margin monitoring, and technology-assisted trading. The ideal candidate combines strong software engineering discipline and practical experience with quantitative or data-intensive systems with a solid understanding of option markets.

Requirements

Strong proficiency in a programming language; Python is preferred.
Experience building maintainable, production-quality software.
Strong understanding of software design, testing, debugging, version control, observability, and production support practices.
Strong knowledge of option markets, volatility surfaces, Greeks, scenario analysis, VaR, and other risk measures.
Broad knowledge of financial markets, data providers, and risk models.
Strong analytical, problem-solving, communication, and decision-making skills, with the ability to work effectively across technical and non-technical stakeholders.
Ability to effectively leverage AI to increase productivity and produce high-quality code.
At least 5 years of professional quantitative development, software engineering, data engineering, or financial technology experience.
At least 2 years of professional experience with derivatives.
Experience working with systems that support trading, portfolio construction, risk, analytics, market data, or investment workflows.
Bachelor’s, Master’s, or PhD in a highly quantitative field.

Nice To Haves

Knowledge of risk-based and Reg T margin calculations.
Experience with Dash, Open Container Initiative (OCI) container image packaging and runtime, Prefect, MySQL, or AWS.

Responsibilities

Design, develop, and maintain Python-based services, libraries, and analytics tools.
Collaborate with portfolio management, research, trading, and sales teams to turn ideas into usable software products.
Serve as a subject matter expert on option markets within the technology organization.