Quantitative Developer C++

Access Search, Inc.; Chicago (IL); Hybrid; USD 200,000 - 300,000; Full time

Job summary

Access Search, Inc. is seeking a Quantitative Developer to join the Pricing & Risk team. The role focuses on designing and optimizing high-performance pricing libraries and risk models for live electronic trading across global markets.

You will work closely with researchers and traders to implement sophisticated mathematical models in production, ensuring speed, accuracy, and reliability in microsecond decisions.

Qualifications

• Strong software engineering experience using C++, Java, or another OO language.
• Experience developing quantitative, pricing, risk, or trading applications.
• Background working within: trade, capital markets, etc
• Strong understanding of algorithms, performance optimization, and multithreaded systems.
• Experience implementing numerical or mathematical models in production software.
• Ability to collaborate with quantitative researchers, traders, and engineering teams.

Responsibilities

• Design, develop, and optimize high-performance pricing and risk models used in live electronic trading environments.
• Build scalable, low-latency numerical algorithms for derivatives pricing, valuation, and risk calculations.
• Develop software that sits directly in the critical path of high-frequency trading systems.
• Partner closely with quantitative researchers, traders, and software engineers to implement sophisticated mathematical models into production.
• Improve the performance, accuracy, and scalability of pricing and risk infrastructure.
• Contribute to architecture decisions for mission-critical trading applications.
• Optimize C++, Java, or similar high-performance applications for speed, efficiency, and reliability.

Skills

C++

Java

Multithreading

Low-latency

Quantitative trading

Job description

• Work Arrangement: Hybrid (4 days onsite)
• Compensation: $200,000–$300,000 Base + Significant Performance Bonus (Total Compensation: $400,000–$500,000+)

Join a Leading Global Proprietary Trading Firm

We're partnering with a world-class proprietary trading firm that develops cutting-edge technology to power high-frequency trading across global financial markets. This is an opportunity to work on mission-critical quantitative infrastructure where your work directly impacts real-time trading decisions executed in microseconds. We're seeking an experienced Quantitative Developer to join a high-performing Pricing & Risk team responsible for building and enhancing the firm's core quantitative pricing library.

What You'll Do

• Design, develop, and optimize high-performance pricing and risk models used in live electronic trading environments.
• Build scalable, low-latency numerical algorithms for derivatives pricing, valuation, and risk calculations.
• Develop software that sits directly in the critical path of high-frequency trading systems.
• Partner closely with quantitative researchers, traders, and software engineers to implement sophisticated mathematical models into production.
• Improve the performance, accuracy, and scalability of pricing and risk infrastructure.
• Contribute to architecture decisions for mission-critical trading applications.
• Optimize C++, Java, or similar high-performance applications for speed, efficiency, and reliability.

What We're Looking For

• Strong software engineering experience using C++, Java, or another object-oriented programming language.
• Experience developing quantitative, pricing, risk, or trading applications.
• Background working within: trade, capital markets, etc
• Strong understanding of algorithms, performance optimization, and multithreaded systems.
• Experience implementing numerical or mathematical models in production software.
• Ability to collaborate with quantitative researchers, traders, and engineering teams.

Nice to Have

• High-frequency or low-latency systems
• Options, futures, or market-making experience