Software Development Engineer in Test

DEEL; Chicago (IL); On-site; USD 135,000 - 165,000; Full time

Benefits offered by this job

Health insurance

401K plan with employer match

Company laptop and equipment

Unlimited PTO

Job summary

SpiderRock Technology Solutions LLC in Chicago seeks a seasoned SDET to own quality across trading systems, from execution engines to real-time analytics. You’ll collaborate with quants, traders, and engineers to validate models, test AI-driven components, and ensure correctness under edge conditions.

The role requires 4+ years in SDET/QA with financial services exposure and strong Python/Java/C++ test automation skills, plus knowledge of Kafka, FIX, and ML concepts.

Qualifications

• 4+ years of SDET or QA Engineering experience, with at least 2 years in financial services or trading systems.

Responsibilities

• Develop end-to-end, integration, and unit test suites covering options pricing models (Black-Scholes, binomial trees), order lifecycle, and P&L calculations.
• Test and validate AI/ML models used in signal generation, volatility forecasting, and trade execution — including drift detection, model regression, and output boundary testing.
• Build evaluation harnesses for LLM-powered tools used internally to assess accuracy, hallucination rates, and latency.
• Simulate realistic market scenarios including high-volatility events, expiry dates, and corporate actions to stress-test system behavior.
• Collaborate with quants to write test cases that verify Greeks and pricing accuracy under various market conditions.
• Own CI/CD pipeline quality gates, including ML model promotion gates (shadow mode, A/B, champion/challenger).
• Investigate production incidents and translate findings into regression tests.

Skills

Python

Java/C++

Test automation

pytest

JUnit

TestNG

CI/CD

Kafka

FIX protocol

LLM evaluation

SQL

Time-series databases

ML concepts

Tools

pytest

JUnit

TestNG

Jenkins

GitLab CI

GitHub Actions

Kafka

FIX

kdb+/q

MLflow

Weighs & Biases

Job description

Job detailsDepartment / Quality AssuranceSpiderRock EXS, LLC - Chicago OfficeFull-timeOn-site$135,000 USD - $165,000 USDAbout SpiderRock Technology Solutions LLCSpiderRock Technology Solutions LLC is the parent company of SpiderRock EXS LLC, SpiderRock Platform Services LLC, SpiderRock Gateway LLC, SpiderRock Platform Services UK Ltd, and SpiderRock EXS B.V. Together, these SpiderRock entities create and deploy some of the most innovative trading and risk management solutions, routing logic, as well as data and analytics services for global derivatives. Clients of SpiderRock are large asset managers, proprietary trading firms, bank trading desks, and other institutional clients located around the world.We're looking for a sharp, technically deep SDET to own quality across our trading systems — from order execution engines to real-time risk analytics. You'll work alongside quants, traders, and engineers to ensure our platform behaves correctly under normal conditions and at the edge cases that matter most in live markets. As AI becomes core to how we trade and operate, you'll also help us test and validate the models and pipelines that power it.WHAT YOU WILL DODevelop end-to-end, integration, and unit test suites covering options pricing models (Black-Scholes, binomial trees), order lifecycle, and P&L calculationsTest and validate AI/ML models used in signal generation, volatility forecasting, and trade execution — including drift detection, model regression, and output boundary testingBuild evaluation harnesses for LLM-powered tools used internally (e.g., trade summarization, risk Q&A, alert triage) to assess accuracy, hallucination rates, and latencySimulate realistic market scenarios including high-volatility events, expiry dates, and corporate actions to stress-test system behaviorValidate FIX protocol messaging, OMS/EMS integrations, and exchange connectivity (CBOE, ISE, etc.)Collaborate with quants to write test cases that verify Greeks (delta, gamma, vega, theta) and pricing accuracy under various market conditionsBuild performance and load testing harnesses to validate sub-millisecond latency requirementsDesign data quality pipelines to validate training data, feature stores, and model inputs for correctness and consistencyParticipate in code reviews and advocate for testability in system designOwn CI/CD pipeline quality gates, including ML model promotion gates (shadow mode, A/B, champion/challenger)Investigate production incidents and translate findings into regression testsWHAT SPIDERROCK IS LOOKING FOR4+ years of SDET or QA Engineering experience, with at least 2 years in financial services or trading systemsProficiency in Python and/or Java/C++ for test automationStrong understanding of options trading concepts — calls/puts, expiry, strike, Greeks, volatility surfacesExperience testing real-time, event-driven systems (Kafka, FIX, WebSockets)Hands-on with test frameworks: pytest, JUnit, TestNG, or equivalentFamiliarity with ML concepts — model training, inference, overfitting, feature importance, and evaluation metrics (precision, recall, AUC)Experience testing ML pipelines end-to-end: data ingestion feature engineering model output downstream consumptionSolid fundamentals in data structures, algorithms, and distributed systemsFamiliarity with SQL and time-series databases (kdb+, InfluxDB, TimescaleDB)Experience with CI/CD tools (Jenkins, GitLab CI, GitHub Actions)Ability to read and reason about quantitative models and pricing logicExperience writing LLM evaluation frameworks — prompt regression testing, output scoring, and consistency checks across model versionsFamiliarity with MLflow, Weights & Biases, or SageMaker for model lifecycle tracking and test integrationKnowledge of AI governance and model risk management frameworks (SR 11-7 or equivalent) relevant to financial institutionsExperience with market simulators or exchange emulatorsKnowledge of regulatory requirements (FINRA, SEC, CFTC) and audit trail testing including AI-assisted decision loggingExposure to co-location or FPGA-based trading infrastructureFamiliarity with chaos engineering and fault injection testingPrior experience with kdb+/q for tick data validationContributions to open-source testing or ML evaluation toolsWHAT TO EXPECTLearn while doingHighly competitive pay, benefits and bonus structure5 days ON-SITE for first 6 months, transition to hybrid model (3 days on-site, 2 days remote)Health insurance (medical, dental, vision)Voluntary ancillary plans (Life & AD&D, Short-Term Disability, Long-Term Disability, Critical Accident and Critical Illness)Discounted pet insurance401K plan and safe harbor employer matchEmployee assistance programCompany laptop and equipmentProgressive time off benefits (unlimited PTO, maternity leave, paternal leave)Integrative work environmentWellness programsZen Den for meditation, naps, nursing, or just to decompressWork with high-caliber and innovative professionalsAccess to unlimited snacks and beverages in our lounge areaState of the art office with spectacular views downtown Chicago and the Chicago RiverGym membership at our building fitness center on our floorDivvy bike accessA fun and collaborative environmentSpiderRock is an Equal Opportunity Employer