Job Description:Building trusted markets - powered by our people To support strong partnership and team connection, this role follows a four day in office work model.
Role Overview Cboe Data Vantage is looking for an experienced software engineer who is excited about combining strong engineering skills with financial quantitative analysis. The role focuses on modeling a diverse set of financial instruments and includes portfolio analysis. You will work within a team of seasoned developers, technologists, and quants all with deep experience in financial markets and financial modeling. Data Vantage's clients are among the largest and most prestigious financial institutions and rely on our expertise in this space.
Your responsibilities will be: - Develop, optimize, and debug real-time financial analytics software
- Evaluate, tune, and improve model performance, stability, and accuracy
- Analyze market data, derived market data, and reference data
- Collaborate closely with our reference data, real-time data, and historical data teams
- Provide 2nd level support for production applications developed by the team. Respond to customer questions regarding our analytics and models
- Write technical specifications, project plans, and documentation
- Regular communication with senior managers and technical colleagues
- Work with sales team to support presales engagements
The ideal candidate has: - 3+ years in Java or C# (or equivalent), including understanding of parallel and multithreaded design patterns.
- 1+ year in C++ preferred - our system is primarily Java, but performance-critical calculations run in C/C++ and CUDA
- Background in financial markets, derivatives pricing, and/or risk analysis. Equity derivatives experience is a plus.
- Ability to explain a complex software system end-to-end, from inputs to output, including its design rationale and business value
- Ability to work as a self-starter; take ownership of projects from start to finish; develop requirements and specifications; QA testing, documentation and production release
- Education: Minimum of a bachelor's degree in a STEM field, but a master's degree preferred.
Benefits and Perks We value the total wellbeing of our people - including health, financial, personal and social wellness. We believe standard benefits like health insurance and fair pay are given at any organization. Still, you should know what we offer:
- Prescription Drug Coverage
- Additional Medical Benefit
- 401K or Pension Company Match
- Employee Stock Purchase Plan (ESPP)
- Voluntary & Additional Benefits
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