Sr Quant C++ Developer
2 Months ago • All levels
Programming
Job Description
Are you a passionate C++ craftsman with a knack for quantitative finance? Join our Clearing department, where you'll be instrumental in shaping the future of market risk management. We're seeking a visionary builder to develop and enhance the core libraries that power our cutting-edge portfolio analytics and pricing models for futures and options. If you thrive on tackling complex challenges and delivering high-impact solutions in a dynamic, collaborative environment, this is your opportunity to innovate and excel.
Good To Have:
- Familiarity with financial market concepts and quantitative risk methodologies
Must Have:
- Architect and develop robust C++ projects, building foundational tools for core libraries.
- Engineer sophisticated solutions for portfolio analytics, including risk model implementation and pricing models.
- Collaborate with quantitative researchers to translate complex mathematical specifications into production-ready C++ code.
- Drive development and support of new quantitative risk models within CME's C++ production risk library.
- Optimize and refine existing codebases, ensuring high performance and scalability in a demanding financial environment.
Perks:
- A supportive environment fostering career progression, continuous learning, and an inclusive culture.
- Broad exposure to diverse products, asset classes, and cross-functional teams.
- A competitive salary and comprehensive benefits package.
Quantitative Developer, Clearing
Are you a passionate C++ craftsman with a knack for quantitative finance? Join our Clearing department, where you'll be instrumental in shaping the future of market risk management. We're seeking a visionary builder to develop and enhance the core libraries that power our cutting-edge portfolio analytics and pricing models for futures and options. If you thrive on tackling complex challenges and delivering high-impact solutions in a dynamic, collaborative environment, this is your opportunity to innovate and excel.
What You’ll Get
- A supportive environment fostering career progression, continuous learning, and an inclusive culture.
- Broad exposure to diverse products, asset classes, and cross-functional teams.
- A competitive salary and comprehensive benefits package.
What You’ll Do
As a Quantitative Developer in Clearing, you’ll be at the forefront of financial innovation:
- Architect and develop robust C++ projects, building the foundational tools that drive our core libraries.
- Engineer sophisticated solutions for portfolio analytics, including risk model implementation and pricing models for futures and options.
- Collaborate with quantitative researchers to translate complex mathematical specifications into production-ready C++ code.
- Drive the development and support of new quantitative risk models within CME's C++ production risk library.
- Optimize and refine existing codebases, ensuring high performance and scalability in a demanding financial environment.
What You’ll Bring
- Exceptional proficiency in modern C++ (11/14/17/20) with a strong command of the Standard Template Library (STL) and demonstrable project experience.
- Expertise with CMake, including hands-on experience creating and maintaining build scripts for intricate C++ projects.
- Robust analytical, mathematical, and problem-solving skills, with a significant advantage for those possessing strong quantitative foundations.
- Solid understanding of software development best practices, including version control (e.g., Git) and continuous integration/delivery pipelines.
- Familiarity with financial market concepts and quantitative risk methodologies is a plus, demonstrating an interest in the domain.
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