Firmwide Quant Dev

CTC Lateral - External, Not Advertised•Chicago, IL

13d•Hybrid

About The Position

We are seeking a Quantitative Developer to join our Firmwide Quant Dev team, which operates as part of our Graybox Technology department. Unlike desk-specific QD roles, our mission is to design and build modeling platforms for the entirety of our Options Market Making (OMM) business. We aim to create scalable solutions that serve all trading desks and strategies. Our primary focus is modernizing our internal modeling libraries and building comprehensive modeling platforms that enable Quantitative Researchers (QRs) across the firm to innovate rapidly. As part of this team, you will help drive our vision of creating development frameworks and tools that provide the proper environment for QRs to focus on implementing business logic. We use advanced development techniques to implement these frameworks, but provide simple and straightforward interfaces for QRs to implement new models. We aim to increase the speed of research and innovation while maintaining the robustness and performance our trading systems demand. Our team of Firmwide QDs collaborate closely with QR teams across all trading desks, as well as other engineering teams in Graybox Technology to build world-class infrastructure that unlocks innovation potential across the entire firm.

Requirements

Masters or PhD degree in a quantitative field
Strong modern C++ programming skills, including deep familiarity with metaprogramming, STL, design patterns, and modern C++ best practices using C++20.
Strong quantitative skills in numerical algorithms and simulation.
Knowledge of derivative pricing models, products and markets.
Strong written and verbal communication skills.
Passion for interdisciplinary work with stakeholders across trading, quant and technology.

Nice To Haves

Python and Java proficiency preferred for prototyping and integration work.

Responsibilities

Drive the modernization of modeling libraries and related infrastructure.
Design and implement modeling platforms that accelerate QR innovation cycles.
Build development frameworks with guardrails that allow QRs to focus on business logic rather than engineering complexity.
Create tools and systems that streamline the research-to-production pipeline.
Collaborate with QR teams across all desks to understand their modeling needs and pain points.
Partner with other Graybox Technology teams on firmwide infrastructure initiatives.
Develop analytical libraries using foundational technology provided by our engineering teams.
Implement and optimize numerical techniques, algorithms, and computational frameworks.