Sr. Quant Developer
Summary
Senior quant developer, onsite in Chicago, translating pricing, volatility, and interest-rate models into fast, concurrent numerical systems for high-speed trading. Day to day: architecture, multithreaded performance tuning (memory/cache optimization), CMake builds, deployment, and production troubleshooting alongside quant traders and researchers.
Sr. Quant Developer
Chicago – Onsite
About The Role:
We are seeking a Senior Software Engineer to develop high-performance, concurrent numerical systems for high-speed trading applications. Working closely with traders and quantitative researchers, you will translate pricing, volatility, and interest-rate models into reliable, optimized production software. This hands-on role involves system architecture, performance optimization, deployment, and troubleshooting in a fast-paced, collaborative trading environment.
What You’ll Do:
- Implement pricing, volatility, and interest-rate models into fast, reliable, production-ready systems.
- Design and optimize multithreaded, multicore applications with efficient concurrency and synchronization. Optimize numerical computations for high throughput and low latency.
- Apply memory management, cache optimization, and performance-tuning techniques.
- Make practical architecture and engineering decisions within hardware and resource constraints.
- Own the full development lifecycle, including builds, testing, deployment, and integration.
- Debug and support production systems, ensuring data accuracy and reliability.
- Collaborate with quantitative traders and researchers to improve performance and optimize model implementations.
What We’re Looking For:
- Implement options pricing, volatility, and interest-rate models into high-performance production systems.
- 5+ years of relevant and proven experience.
- Design complex multithreaded and multicore applications with efficient data sharing and synchronization.
- Optimize numerical calculations for speed, throughput, and low latency.
- Apply memory management, cache optimization, and computational efficiency techniques.
- Develop practical, resource-efficient solutions within hardware and performance constraints.
- Manage the full development lifecycle, including CMake builds, testing, deployment, and integration.
- Troubleshoot and support production systems, ensuring data accuracy and reliability for high-speed trading.
- Collaborate with quantitative traders and researchers to improve models, identify inefficiencies, and optimize performance.
OOJ-1501G