Quantitative Developer

About the role

Develop and maintain quantitative code libraries for numerical computation, option pricing, volatility surface fitting, machine learning, trading, risk management, and data analysis. Collaborate with the team to troubleshoot issues, design and test solutions, and document existing and new products. A bachelor's degree or higher in computer science, mathematics, statistics, or another technical discipline is required, along with at least three years of software development and financial markets experience. Candidates should have strong communication and organizational skills, be able to work independently and collaboratively in a fast-paced environment, and be prepared to work onsite in Chicago.