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Cboe Global Markets · 2 weeks ago

Sr Software Engineer, Quant

New York, NY

Full-time

Hybrid

Mid, Senior Level

$119K/yr - $147K/yr

5+ years exp

Cboe Global Markets is a leading provider of market infrastructure and tradable products, dedicated to empowering their employees to tackle complex challenges. They are seeking an experienced Senior Quantitative Developer to develop and implement quantitative models and software applications for analyzing real-time financial market data.

BankingFinanceFinancial ServicesFinTechInsuranceStock Exchanges

Growth Opportunities

No H1B

U.S. Citizen Only

Responsibilities

Develop and implement quantitative models and software applications to process and analyze real-time financial market data in a high-performance, real-time computing environment

Maintain and optimize existing software applications, and recommend and implement improvements

Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans

Regular communication with senior managers and technical colleagues

Processing, collecting, and analyzing financial market data, including high frequency real-time pricing data and reference data

Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources

Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications

Qualification

Quantitative modelingFinancial derivatives modelingJava programmingC++ programmingSQL programmingR programmingPython/NumPyStatistical conceptsAttention to detailSelf-starterTime managementInterpersonal skillsCommunication skills

Required

Minimum 5 years of experience in financial markets required (market data, reference data, risk)

Quantitative STEM background with a strong interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics experience

Experience in financial derivatives modeling, corporate actions, securities, and derivatives reference data, including futures and options contracts

Strong programming skills in Java and/or C++; functional programming skills in SQL; and working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing

Strong knowledge of and extensive experience with statistical concepts including Bayesian modeling and hypothesis testing; linear regression; principal components (PCA); tree models; and time series modeling such as GARCH

Strong attention to detail, a highly analytical and quantitative mind, capable of translating analytical insights into actions

Ability to work as a self-starter with minimal supervision; take ownership of projects from start to finish; develop requirements and specifications; QA testing, documentation and production release

Ability to multi-task, prioritize and manage time effectively, in a deadline driven environment

Strong interpersonal and communication skills necessary to work within a global team

Bachelor's degree required