The Quantitative Developer will work with a small team responsible for the development and maintenance of the suite of quantitative products on the SpiderRock platform. The role will translate mathematical and statistical models into functional code, focusing on areas like trading, risk management, and data analysis.
WHAT YOU WILL DO
Develop and maintain code libraries for numerical computations, option pricing, volatility surface fitting, machine learning models, and other tools
Collaborate with the team to troubleshoot issues, design solutions, and thoroughly test changes
Write clear and precise internal and external documentation on existing and new products
WHAT SPIDERROCK IS LOOKING FOR
Bachelor's degree or higher in Computer Science, Math, Statistics, or other technical discipline
3+ years of experience in software development
3+ years of experience in financial markets
Strong communication skills.
Ability to work independently and in a team setting.
Prepared to work in a fast-paced, dynamic environment
Exceptional prioritizing, time management, and organizational skills
Strong work ethic and attention to detail
Independent initiative-taker
Work onsite at our Chicago corporate office
WHAT TO EXPECT
Highly competitive pay, benefits and bonus structure
Health insurance (medical, dental, vision)
Voluntary ancillary plans (Life & AD&D, Short-Term Disability, Long-Term Disability, Critical Accident and Critical Illness)
Discounted pet insurance
Progressive time off benefits (unlimited PTO, maternity leave, paternal leave)
Wellness programs
Zen Den for meditation, naps, nursing, or just to decompress
Work with high-caliber and innovative professionals
Access to unlimited snacks and beverages in our lounge area
Monthly, Quarterly, and Semi-Annual company sponsored events
401K Safe Harbor Plan and Match
Onsite gym membership
Divvy bike access
A fun and collaborative environment
