Quantitative Developer___ Chicago, IL (Onsite) ___ Contract
Quantitative Developer___ Chicago, IL (Onsite) ___ Contract
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1 Vacancy
Job Description
Job Summary: We are seeking a highly experienced and adaptable Quantitative Developer to join our team in Chicago. This role requires a unique blend of strong quantitative and technical skills deep financial domain knowledge and a proactive learning attitude. You will collaborate closely with quantitative researchers risk managers and portfolio management teams to design develop and optimize analytical tools and models in a highperformance computing environment.
Key Responsibilities- Design and implement productiongrade code that translates quantitative models into efficient and scalable solutions.
- Work closely with Quantitative Research Risk and Equity Portfolio Management teams to support model development and risk analytics.
- Contribute across the software development lifecycle including requirements analysis coding testing and deployment.
- Build solutions using a wide array of technologies including Python PySpark R Java and cloudbased big data platforms like Databricks.
- Develop in both realtime and batchoriented architectures.
- Employ TestDriven Development (TDD) to ensure code quality scalability and maintainability.
- Continuously explore and integrate modern technologies and industry best practices into development processes.
- Communicate complex quantitative and technical concepts effectively to nontechnical stakeholders.
Required Qualifications
- Education: Masters or Ph.D. in Computer Science Mathematics Financial Engineering or a related quantitative field from a reputed institution.
- Experience:
- Overall 12 years of IT experience.
- Must have at least 58 years of progressive experience in software engineering and quantitative development.
- Technical Skills:
- Proficiency in Python and PySpark (musthave) with handson experience in R and Java.
- Strong experience with data processing libraries such as Pandas Polars CuML etc.
- Familiarity with cloud big data platforms particularly Databricks.
- Experience working with large datasets and building scalable data pipelines.
- Domain Knowledge: Solid understanding of financial instruments including securities and derivatives along with capital markets structure.
- Development Practices: Strong commitment to clean code adaptive systems and iterative design using TDD methodologies.
- Soft Skills:
- Quick to learn new technologies and quantitative methods.
- Able to explain technical strategies and solutions to both technical and business audiences.
Preferred Attributes
- Exposure to quantitative research and alpha modeling.
- Experience building risk engines or simulation frameworks.
- Familiarity with orchestration frameworks like Airflow or equivalent.
- Ability to work in a fastpaced collaborative environment with minimal supervision.
To Apply: Please share resume to
Employment Type
Full Time
