Quantitative Developer: Trading, ML & Risk Tools

SpiderRock; Chicago (IL); On-site; USD 120,000 - 180,000; Full time

Benefits offered by this job

Competitive pay

Bonus structure

Voluntary ancillary plans (Life & AD&D

Short-Term Disability

Long-Term Disability

Critical Illness and Accident

Unlimited PTO

Wellness programs

Snacks & beverages in lounge

Company events

Job summary

SpiderRock in Chicago is seeking a Quantitative Developer to join a small team responsible for the suite of quantitative products on the SpiderRock platform. Translate mathematical models into functional code focusing on trading, risk, and data analysis.

This is a full-time salaried position in our Chicago office and reports to the Lead of Quantitative Engineering. The role involves developing numerical libraries, pricing and ML models, collaborating to troubleshoot and test changes, and

Qualifications

• Bachelor's degree or higher in Computer Science, Math, Statistics, or other technical discipline.
• 3+ years of experience in software development.
• 3+ years of experience in financial markets.
• Ability to work independently and in a team setting.
• Prepared to work in a fast-paced, dynamic environment.
• Exceptional prioritizing, time management, and organizational skills.

Responsibilities

• Develop and maintain code libraries for numerical computations, option pricing, volatility surface fitting, machine learning models, and other tools.
• Collaborate with the team to troubleshoot issues, design solutions, and thoroughly test changes.
• Write clear and precise internal and external documentation on existing and new products.

Skills

Software development

Financial markets

Independent work

Team collaboration

Time management

Detail oriented

Education

Bachelor's degree in CS/Math/Stats or related

Job description

SpiderRock in Chicago is seeking a Quantitative Developer to join a small team responsible for the suite of quantitative products on the SpiderRock platform. Translate mathematical models into functional code focusing on trading, risk, and data analysis.

This is a full-time salaried position in our Chicago office and reports to the Lead of Quantitative Engineering. The role involves developing numerical libraries, pricing and ML models, collaborating to troubleshoot and test changes, and