Sr Quant Risk Development Associate

7 Minutes ago • 4 Years + • Risk Management

Job Summary

Job Description

CME Group is the world's leading and most diverse derivatives exchange. We are seeking a skilled and motivated Quantitative Developer to work in our dynamic and productive Quantitative Risk Management team within the Clearing House of CME. The Sr Quantitative Development Associate position is responsible for developing CME's in-house production analytics library which incorporates major parts of CME's risk and pricing models, risk-related optimizations and further analytics capability. The team is also responsible for several risk related research applications (e.g. back-testing) and is exploring cutting-edge technology, e.g. Cloud services, GPUs, AI tools, to boost application and development performance.
Must have:
  • Code development of new quantitative risk models within the CME C++ production risk library
  • Writing unit and functional test cases
  • Obtaining test data from systems or other groups
  • Work with QA teams to ensure correctness and integration
  • Work with IT teams to help bring the code into production
  • Agreeing on timelines, milestones, interfaces, required data and their format
  • Providing documentation and usage assistance to library users
  • Responsible for code reviews, design discussions and documentation
  • Collaborate with offshore development teams and coordinate projects
  • Very good knowledge of C++ (4+ years of experience)
  • Good analytical, mathematical, and problem solving skills
  • Ability to read and understand mathematical and algorithmic specifications
  • Good knowledge of Java
  • Good general software development skills, including code documentation
  • Working knowledge of versioning systems (e.g. git)
  • Working knowledge of development environments (e.g. Visual Studio, Eclipse)
Good to have:
  • System experience with Linux/Unix environments
  • System experience with databases
  • Latex documentation system
  • Cloud experience with GCP
  • Cloud experience with AWS
  • Cloud experience with Azure
  • GPU programming
  • CUDA programming

Job Details

CME Group is the world's leading and most diverse derivatives exchange. We are seeking a skilled and motivated Quantitative Developer to work in our dynamic and productive Quantitative Risk Management team within the Clearing House of CME. The Sr Quantitative Development Associate position is responsible for developing CME's in-house production analytics library which incorporates major parts of CME's risk and pricing models, risk-related optimizations and further analytics capability. The team is also responsible for several risk related research applications (e.g. back-testing) and is exploring cutting-edge technology, e.g. Cloud services, GPUs, AI tools, to boost application and development performance.

Principle Accountabilities:

  • Code development of new quantitative risk models within the CME C++ production risk library (based on mathematical specifications and research code).
  • Writing unit and functional test cases and obtaining test data from systems or other groups.
  • Work with the QA teams to ensure correctness not only within the risk library itself but also the integration into the wider system infrastructure (e.g. data integrity, correct usage).
  • Work with IT teams to help bring the code into production.
  • Agreeing on timelines, milestones, interfaces, required data and their format, and providing documentation and usage assistance to library users.
  • Responsible for code reviews, design discussions and documentation.
  • Collaborate with offshore development teams and coordinate projects to guarantee a timely delivery.

Skills and Software Requirements:

  • Very good knowledge of C++ (4+ years of experience).
  • Possession of good analytical, mathematical, and problem solving skills, with quantitative skills being a plus.
  • Ability to read and understand mathematical and algorithmic specifications
  • Good knowledge of Java.
  • Good general software development skills, including code documentation.
  • Working knowledge of versioning systems (e.g. git) and development environments (e.g. Visual Studio, Eclipse).
  • System experience with Linux/Unix environments and/or databases, Latex documentation system is a plus.
  • Cloud experience with GCP/AWS/Azure and/or GPU/CUDA programming is a plus.

Qualifications:

  • Master (or Doctorate) in Computer Science, Financial Engineering, Financial/Applied/Pure Mathematics, Physics, or a related discipline.

Similar Jobs

Looks like we're out of matches

Set up an alert and we'll send you similar jobs the moment they appear!

Similar Skill Jobs

Looks like we're out of matches

Set up an alert and we'll send you similar jobs the moment they appear!

Jobs in London, England, United Kingdom

Looks like we're out of matches

Set up an alert and we'll send you similar jobs the moment they appear!

Risk Management Jobs

Looks like we're out of matches

Set up an alert and we'll send you similar jobs the moment they appear!

About The Company

As the world’s leading derivatives marketplace, CME Group is where the world comes to manage risk. We enable clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes foreign exchange energy agricultural products and metals. We meet uncertainty and volatility with confidence and clarity, across the trading lifecycle and around the world.

Belfast, Northern Ireland, United Kingdom (Hybrid)

Belfast, Northern Ireland, United Kingdom (On-Site)

Belfast, Northern Ireland, United Kingdom (On-Site)

London, England, United Kingdom (Hybrid)

Chicago, Illinois, United States (On-Site)

Belfast, Northern Ireland, United Kingdom (Hybrid)

Belfast, Northern Ireland, United Kingdom (On-Site)

London, England, United Kingdom (On-Site)

New York, United States (Hybrid)

Bengaluru, Karnataka, India (On-Site)

View All Jobs

Get notified when new jobs are added by CME Group

Level Up Your Career in Game Development!

Transform Your Passion into Profession with Our Comprehensive Courses for Aspiring Game Developers.

Job Common Plug