Senior Software Engineer, Quant

Title: Senior Software Engineer, Quant

Location: Chicago, IL or New York, NY or Overland Park, KS

About the Opportunity

Our client is a leading global exchange and market infrastructure provider that delivers trading, clearing, and data solutions to market participants worldwide. They are seeking an experienced Senior Quantitative Developer to join a team of developers, technologists, and quantitative professionals focused on financial modeling, analytics, and real-time market data systems.

This role offers the opportunity to work at the intersection of software engineering, quantitative finance, and market infrastructure, building high-performance applications that support real-time analytics and decision-making across global financial markets.

Key Responsibilities

• Develop and implement quantitative models and software applications that process and analyze real-time financial market data in a high-performance computing environment.
• Enhance, optimize, and maintain existing applications while identifying opportunities for performance and scalability improvements.
• Translate business requirements into technical specifications, project plans, and production-ready solutions.
• Process, collect, and analyze large volumes of market and reference data, including high-frequency pricing information.
• Monitor and improve the quality of analytical datasets and collaborate on the integration of new reference data sources.
• Partner with product, business, and technical stakeholders to develop documentation, technical specifications, and supporting materials for data products and applications.
• Collaborate closely with senior technical leaders, quantitative researchers, and business teams across the organization.

Qualifications

• 5+ years of experience within financial markets, ideally involving market data, reference data, risk analytics, or quantitative development.
• Strong quantitative background with experience in derivatives pricing, quantitative modeling, and risk analytics.
• Experience working with financial instruments, derivatives, securities, corporate actions, and reference data related to futures and options.
• Strong programming skills in Java and/or C++, along with SQL expertise.
• Experience with Python, R, MATLAB, NumPy, or similar tools used for data analysis and scientific computing. GPU/CUDA experience is a plus.
• Strong understanding of statistical and quantitative techniques, including:
  • Bayesian modeling and hypothesis testing
  • Linear regression
  • Principal Component Analysis (PCA)
  • Tree-based models
  • Time series modeling (e.g., GARCH)

What They're Looking For

• Highly analytical and detail-oriented problem solver with a quantitative mindset.
• Self-starter capable of owning projects from concept through production deployment.
• Ability to balance multiple priorities and deliver results in a fast-paced environment.
• Strong communication and collaboration skills, with the ability to work effectively across technical and business teams.

Education

• Bachelor's degree required.
• Master's or PhD in a quantitative STEM discipline preferred.