Quantitative Developer

WHO WE ARE

Headquartered in the historic Chicago Board of Trade PEAK6 Capital Management is a proprietary options trading firm that has been defining the industry for more than 25 years. While many firms have come and gone PEAK6 Capital Management has consistently delivered liquidity to the options market. We thrive due to our firms special blend of financial acumen ability to manage risk and cutting-edge technology.

Our success is driven by our team of technologists engineers and traders who leverage proprietary tech and a data-centric approach to maintain inventory and stay ahead of the markets so customers can too.

We are committed to providing dependable liquidity which is crucial for market stability investor confidence and efficient trading across asset classes.

ABOUT THIS ROLE

As a Quantitative Developer you will work within a trading team to improve the suite of derivatives pricing surface models signals and risk measures our traders use.

This role is based out of our Chicago NYC or Austin office and will report into our Chief Strategy Officer.

Youll be responsible for:

• Interfacing directly with traders to understand their use cases and nuance of a given model

• Working as part of a team on end to end research initiatives to map elements of trader intuition into quantitative models

• Optimizing and supporting existing models

• Driving the company forward with new ideas that will impact the way we leverage market data

• Working with software engineers to ensure the reliable delivery of data and to translating research results to production

• Performing any or all of the above responsibilities for or in support of PEAK6 HC Holdings LLC or any of its affiliates including but not limited to PEAK6 Group LLC

YOUR EXPERIENCE

• Experience working with Equity Derivatives

• 2-3 years of experience working in either quantitative research machine learning deep learning stats quantitative trading or any other role building models on large datasets

• Programming experience Python preferred particularly around exploring large datasets

• Have completed a Bachelors Masters or PhD in Mathematics Statistics Physics Financial Engineering or other related quantitative field

• A demonstrated track record of applying modeling techniques to real-world problems

• The ability to collaborate with subject matter experts in defining appropriate features and metrics for a given model

• Comfort implementing models from papers

• Experience working with large noisy or incomplete data sets and investigating underlying data issues

OUR REWARDS

We offer a robust package of employee perks and benefits including healthcare benefits (medical dental and vision EAP) competitive PTO 401k match parental leave and HSA contribution match. We also provide our employees with a paid subscription to the Calm app and offer generous external learning and tuition reimbursement benefits. As a hybrid workforce we offer our employees the ability to work remotely up to two days a week.

Base pay offered may vary depending on job-related knowledge skills experience and office location. This position also may be eligible for a discretionary annual bonus in addition to a range of health & wellness benefits enhancing your overall compensation package.

Base Salary Range

PEAK6 is proud to be an equal opportunity employer that does not discriminate on the basis of race color religion sex (including pregnancy sexual orientation and gender identity) national origin age disability veteran status marital status or any other protected characteristic. Our hiring practices ensure that all qualified applicants receive fair consideration without regard to these characteristics.

PEAK6 is committed to creating an inclusive and accessible workplace for all candidates including those with disabilities. We are dedicated to ensuring equal employment opportunities and providing reasonable accommodations to qualified individuals with disabilities. If you require reasonable accommodations to participate in the application or interview process please contact our HR department at We will work with you to provide the necessary accommodations to ensure your full participation in our hiring process.

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