Title: Senior Software Engineer, Quant
Location: Chicago, IL or New York, NY or Overland Park, KS
About the Opportunity
Our client is a leading global exchange and market infrastructure provider that delivers trading, clearing, and data solutions to market participants worldwide. They are seeking an experienced Senior Quantitative Developer to join a team of developers, technologists, and quantitative professionals focused on financial modeling, analytics, and real-time market data systems.
This role offers the opportunity to work at the intersection of software engineering, quantitative finance, and market infrastructure, building high-performance applications that support real-time analytics and decision-making across global financial markets.
Key Responsibilities
- Develop and implement quantitative models and software applications that process and analyze real-time financial market data in a high-performance computing environment.
- Enhance, optimize, and maintain existing applications while identifying opportunities for performance and scalability improvements.
- Translate business requirements into technical specifications, project plans, and production-ready solutions.
- Process, collect, and analyze large volumes of market and reference data, including high-frequency pricing information.
- Monitor and improve the quality of analytical datasets and collaborate on the integration of new reference data sources.
- Partner with product, business, and technical stakeholders to develop documentation, technical specifications, and supporting materials for data products and applications.
- Collaborate closely with senior technical leaders, quantitative researchers, and business teams across the organization.
Qualifications
- 5+ years of experience within financial markets, ideally involving market data, reference data, risk analytics, or quantitative development.
- Strong quantitative background with experience in derivatives pricing, quantitative modeling, and risk analytics.
- Experience working with financial instruments, derivatives, securities, corporate actions, and reference data related to futures and options.
- Strong programming skills in Java and/or C++, along with SQL expertise.
- Experience with Python, R, MATLAB, NumPy, or similar tools used for data analysis and scientific computing. GPU/CUDA experience is a plus.
- Strong understanding of statistical and quantitative techniques, including:
- Bayesian modeling and hypothesis testing
- Linear regression
- Principal Component Analysis (PCA)
- Tree-based models
- Time series modeling (e.g., GARCH)
What They're Looking For
- Highly analytical and detail-oriented problem solver with a quantitative mindset.
- Self-starter capable of owning projects from concept through production deployment.
- Ability to balance multiple priorities and deliver results in a fast-paced environment.
- Strong communication and collaboration skills, with the ability to work effectively across technical and business teams.
Education
- Bachelor's degree required.
- Master's or PhD in a quantitative STEM discipline preferred.