Senior Quantitative Development Associate (Fintech)

TL;DR

Senior Quantitative Development Associate (Fintech): Developing and optimizing CME's in-house production analytics library with an accent on risk and pricing models, risk-related optimizations, and analytics capability. Focus on coding new quantitative risk models in C++, ensuring correct integration into system infrastructure, and exploring cutting-edge technologies like Cloud, GPUs, and AI.

Location: Onsite in Chicago, USA

Salary: $128,500–$214,100

Company

hirify.global is the world's leading and most diverse derivatives exchange, offering a platform to impact global markets.

What you will do

• Develop new quantitative risk models in C++ based on mathematical specifications and research code.
• Write unit and functional test cases, obtaining test data from systems or other groups.
• Collaborate with QA and IT teams to ensure correctness and integration into wider system infrastructure.
• Agree on timelines, milestones, interfaces, and provide documentation and usage assistance to library users.
• Contribute to code reviews, design discussions, and documentation.
• Collaborate with offshore development teams and coordinate projects for timely delivery.

Requirements

• Very good knowledge of C++ (4+ years of experience).
• Good knowledge of Java.
• Possession of good analytical, mathematical, and problem-solving skills.
• Ability to read and understand mathematical and algorithmic specifications.
• Working knowledge of versioning systems (e.g., Git) and development environments (e.g., Visual Studio, Eclipse).
• Master's (or Doctorate) in Computer Science, Financial Engineering, Financial/Applied/Pure Mathematics, Physics, or a related discipline.

Nice to have

• System experience with Linux/Unix environments and/or databases.
• Working knowledge of Latex documentation system.
• Cloud experience with GCP/AWS/Azure and/or GPU/CUDA programming.

Culture & Benefits

• Competitive total rewards package including an annual target bonus opportunity and equity program.
• Comprehensive health coverage and a retirement package with a 401(k) and an active pension plan.
• Highly competitive education reimbursement provisions and paid time off.
• Mental health benefits.
• Commitment to embracing employees' unique experiences and skills as an equal-opportunity employer.