Quantitative Developer, Options Trading (C++/Python), Chicago

Thurn Partners Ltd; Chicago (IL); On-site; USD 120,000 - 180,000; Full time

Job summary

Thurn Partners Ltd. is hiring a Quantitative Developer in Chicago to bridge research and engineering and build high-performance systems for options pricing, risk, and backtesting.

You will turn research ideas into production-grade libraries and production engines used by traders across thousands of market scenarios. You will collaborate with quantitative researchers and traders, delivering fast, scalable code and robust environments for live trading.

Qualifications

• Strong C++ skills with emphasis on performance, memory, and concurrency.
• Fluent Python with solid quantitative instincts.
• Curiosity about markets; not just another engineering job.
• Part of the research team, not a service unit.
• Options pricing or risk experience is a strong plus but not required.
• Degree in computer science, mathematics, engineering, or related technical field.

Responsibilities

• Build and own core options systems in C++ and Python for pricing, risk, and research tools.
• Translate models into fast, reliable production code.
• Ensure live trading matches tested research.
• Solve large-scale computation problems where performance and correctness matter.
• Shape trading decisions through your work.
• Develop simulation and backtesting environments for scalable idea testing.
• Collaborate directly with researchers and traders from ideation to live trading.

Skills

C++

Python

Markets curiosity

Research team mindset

Options/pricing/risk experience

CS/Math/Engineering degree

Education

Bachelor's or higher in CS/Math/Engineering

Job description

A global trading firm is hiring a Quantitative Developer to join its options business, building the systems that research and trading run on. The team works on options pricing, risk and return prediction, and is adding engineers to build out its next generation of research and risk systems.

You will sit between research and engineering, working directly with quantitative researchers and traders. You will build the libraries, simulation and back testing environments, and high-throughput production systems that take ideas from research to live trading, and the engines that tell traders what happens to every position under thousands of market scenarios.

Responsibilities

• Build and own core options systems in C++ and Python, including pricing, risk computation, and research tools.
• Turn models into fast, reliable production code.
• Ensure live trading matches what was tested in research.
• Solve large-scale computation problems where performance and correctness both matter.
• Shape trading decisions through your work.
• Build the simulation and backtesting environments that let the team test ideas at scale.
• Work directly with quantitative researchers and traders, from first idea to live trading.

Required Skills

• Strong C++ skills, including performance, memory, and concurrency.
• Fluent in Python, with solid quantitative instincts.
• Curiosity about markets; this is not a role for someone looking for just another engineering job.
• You’ll be part of the research team, not a service team behind it.
• Options, pricing, or risk experience is a strong plus, but not required.
• Degree in computer science, mathematics, engineering, or another technical field.

Before applying

• Full-time, on-site role based in Chicago; fully remote candidates will not be considered.
• Applicants must have the right to live and work in the US or be eligible for sponsorship.
• Allow one to five working days for a response to any enquiry.
• Your application is subject to our privacy policy, found here: https://www.thurnpartners.com/privacy-policy