Quantitative Developer (Python, C++)
Chicago, IL 60606
Our quantitative developer should have:
- Proficiency in Python, in particular with respect to numerical computation (e.g., numpy package) and data manipulation (e.g., scipy, dbi)
- Proficiency in C++, in particular with respect to numerical computation and interfacing with Python (i.e., Cython)
- Understanding of relational and non-relational database management systems
- Knowledge of quantitative finance (e.g., Black-Scholes-Merton model); alternatively, knowledge of fields related in their numerical approach (e.g., numerical physics, engineering, meteorology, climatology, scientific imaging) and strong interest in quantitative finance
- Understanding of AWS preferred
- Self-driven and curious
- Interest and ability to work within a large financial organization
The most typical background for this would be someone with several years of experience as a trading or risk quant developer in the derivatives industry. Alternatively, professional and/or academic experience in a related field (e.g., those above) where the candidate implemented numerical methods similar to quant finance would also work. Although not a strict requirement, the candidate bringing the qualifications above likely will hold an graduate degree from a known university and/or professional certifications like a CFA charter or CQF. While experience as a quant developer would be preferable, with significant graduate-level academic work relating to the needed skills, a new or fairly recent graduate could work as well.
Where there’ s a tradeoff, we prefer abstract skills from different fields or industries over industry experience with fewer of those abstract skills.
Bachelor’ s degree is required
Master’ s degree is preferred/desired.
if the candidate has only a Bachelor’ s degree, we’ d expect 5-7 years work experience. If the candidate has a master’ s degree or has significant graduate-level academic work in computer science and/or quantitative finance, fewer years of work experience would be acceptable— say 1-3 years in that situation.