Hybrid Senior Software Engineer, Quant

at Cboe Global Markets

• Job title: Senior Software Engineer, Quant
• Job type: Full Time
• Experience level: Senior
• Salary: $119,000 - $147,000 per year
• Degree requirement: Postgraduate Degree
• Tech skills: Java, Numpy, Python, SQL
• Location requirements: Hybrid, Chicago, United States

About the role

• Senior Quantitative Developer at Cboe Global Markets working with financial technology services and quantitative modeling. Responsibilities include developing software applications for analyzing real-time financial market data.

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

Requirements

• Minimum 5 years of experience in financial markets required
• 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
• 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

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