5+ years of experience in financial markets (market data, reference data, risk)
Quantitative STEM background with experience in financial modeling and analytics
Expertise in financial derivatives modeling and reference data management
Strong programming skills in Java and/or C++ and proficiency in SQL
Familiarity with statistical concepts including Bayesian modeling and time series modeling
Responsibilities
Develop and implement quantitative models and software applications for real-time market data
Maintain and optimize software applications, recommending improvements
Write technical specifications and project plans based on business requirements
Communicate regularly with senior managers and technical colleagues
Process, collect, and analyze real-time financial data
Monitor data quality and collaborate with reference data teams
Support product managers with documentation and sales materials
Benefits
Comprehensive medical, dental, and vision coverage
401K or pension company match
Employee Stock Purchase Plan (ESPP)
Life and AD&D insurance
Paid time off and additional voluntary benefits
Full Job Description
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:
Medical Coverage
Prescription Drug Coverage
Additional Medical Benefit
Dental Coverage
Vision Coverage
401K or Pension Company Match
Spending Accounts
Life and AD&D Insurance
Retirement Savings Plan
Employee Stock Purchase Plan (ESPP)
Voluntary & Additional Benefits
Paid Time Off
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About Chicago Board Options Exchange
The Chicago Board Options Exchange, located at 433 West Van Buren Street in Chicago, is the largest U.S. options exchange with an annual trading volume of around 1.27 billion at the end of 2014. CBOE offers options on over 2,200 companies, 22 stock indices, and 140 exchange-traded funds.
The Chicago Board of Trade established the Chicago Board Options Exchange in 1973. The first exchange to list standardized, exchange-traded stock options began its first day of trading on April 26, 1973, in celebration of the 125th birthday of the Chicago Board of Trade. The CBOE is regulated by the Securities and Exchange Commission and owned by Cboe Global Markets.
