UP - Analytics/Middle Office - Quant Developer

Description

A diversified trading firm with over 3 decades of experience, combining advanced technology with skilled people to trade in markets worldwide. The firm trades its own capital and carries its own risk, and it values autonomy and quick action when opportunities arise.

Headquartered in Chicago, with offices in the U.S., Canada, Europe and Asia, the firm trades Fixed Income, ETFs, Equities, FX, Commodities and Energy across major global markets. It has also expanded into real estate, venture capital and cryptoassets.

The UP - Analytics - Middle Office team is hiring a Quant Developer to help expand its technical capabilities and increase its impact across the firm. The team builds services that calculate analytic measures for many asset classes, predict theoretical outcomes for user-defined what-if scenarios, and return analytics over any time horizon.

The team works closely with risk managers and trading desks on option and rate sensitivities, and builds applications to monitor, manage and report analytic measures. It is looking for software engineers with proven experience in trading and finance.

Responsibilities

• Work with stakeholders and quantitative teams to design and build complex financial modeling solutions
• Apply your finance and quantitative background to architect analytics systems that are robust and scalable
• Write clear, well-tested code in several languages, paradigms and platforms
• Work alongside business, development, IT and trading support teams
• Take part in the team-wide on-call rotation
• Stay in regular contact with users to support them, run tests and confirm you understand their needs

Requirements

• Experience applying mathematics such as linear algebra, optimization and numerical methods
• Solid grasp of statistics and probability
• Experience modeling financial products and derivatives quantitatively
• Fluency in a functional, object-oriented or imperative programming language
• Working knowledge of distributed version control, CI/CD, Docker and Kubernetes
• Familiarity with the following:
• One of these programming languages: Elixir, Python, Java, C
• One systems-level language: C, C++, Rust
• Pricing, risk management and portfolio analytics
• Exchange-traded financial assets, statistics or financial engineering
• Data structures and the design and analysis of algorithms
• Personal qualities:
• Ability to learn, adapt and keep growing
• Humility, respect for others and trust in teammates
• Able to drive projects to completion alone, while preferring to work with others
• Strong problem-solving and debugging, with listening and communication skills that are stronger still

Conditions

Base salary of $150,000 to $200,000 per year, based on experience, qualifications and relevant skill set

Benefits

• Eligible for an annual discretionary bonus
• Group medical, pharmacy, dental and vision insurance
• 401k with a discretionary employer match
• Short- and long-term disability, plus life and AD&D insurance
• Health savings accounts and flexible spending accounts