Cboe Global Markets

Senior Software Engineer, Quant

Cboe Global Markets

full-time

Posted on:

Location Type: Hybrid

Location: Chicago • Illinois, New York • 🇺🇸 United States

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Salary

💰 $119,000 - $147,000 per year

Job Level

Senior

Tech Stack

JavaNumpyPythonSQL

About the role

  • 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

Requirements

  • Minimum 5 years of experience in financial markets required
  • 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
  • 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
Benefits
  • 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

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard skills
JavaC++SQLRPythonNumPyMatLabBayesian modelinghypothesis testingtime series modeling
Soft skills
attention to detailanalytical skillsself-starterownershipmulti-taskingprioritizationtime managementinterpersonal skillscommunication skills