Senior Quant Software Engineer - Real-Time Finance Analytics

Cboe Global Markets, Inc.; Chicago (IL); On-site; USD 131,000 - 169,000; Full time

Benefits offered by this job

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

Job summary

Cboe Global Markets, Inc. in Chicago is seeking an experienced software engineer for Cboe Data Vantage to model financial instruments and perform portfolio analytics.

You will work with seasoned developers and quants on real-time analytics, data pipelines, and production support, with a four-day in-office work model. The role requires 3+ years in Java or C#, 1+ year in C++, and a background in derivatives pricing or risk analysis.

Qualifications

• 3+ years in Java or C# (or equivalent), including understanding of parallel and multithreaded design patterns.
• 1+ year in C++ preferred — our system is primarily Java, but performance-critical calculations run in C/C++ and CUDA
• Background in financial markets, derivatives pricing, and/or risk analysis. Equity derivatives experience is a plus.
• Ability to explain a complex software system end-to-end, from inputs to output, including its design rationale and business value
• Ability to work as a self-starter; take ownership of projects from start to finish; develop requirements and specifications; QA testing,documentationand production release
• Education: Minimumof a bachelor’s degree in aSTEM field,but a master’s degree preferred.

Responsibilities

• Develop, optimize, and debug real-time financial analytics software
• Evaluate, tune, and improve model performance, stability, and accuracy
• Analyze market data, derived market data, and reference data
• Collaborate closely with our reference data, real-time data, and historical data teams
• Provide 2nd level support for production applications developed by the team. Respond to customer questions regarding our analytics and models
• Write technical specifications, project plans, and documentation
• Regular communication with senior managers and technical colleagues
• Work with sales team to support presales engagements

Skills

Java or C#

C/C++

Parallel programming

Financial markets knowledge

Education

Bachelor's degree in STEM

Master's degree preferred

Tools

CUDA

Job description

Cboe Global Markets, Inc. in Chicago is seeking an experienced software engineer for Cboe Data Vantage to model financial instruments and perform portfolio analytics.

You will work with seasoned developers and quants on real-time analytics, data pipelines, and production support, with a four-day in-office work model. The role requires 3+ years in Java or C#, 1+ year in C++, and a background in derivatives pricing or risk analysis.