Quantitative Developer C++

Quantitative Developer (Pricing & Risk)

• Location: Downtown Chicago, IL
• Work Arrangement: Hybrid (4 days onsite)
• Compensation: $200,000–$300,000 Base + Significant Performance Bonus (Total Compensation: $400,000–$500,000+)

Join a Leading Global Proprietary Trading Firm

We're partnering with a world-class proprietary trading firm that develops cutting-edge technology to power high-frequency trading across global financial markets. This is an opportunity to work on mission-critical quantitative infrastructure where your work directly impacts real-time trading decisions executed in microseconds. We're seeking an experienced Quantitative Developer to join a high-performing Pricing & Risk team responsible for building and enhancing the firm's core quantitative pricing library.

What You'll Do

• Design, develop, and optimize high-performance pricing and risk models used in live electronic trading environments.
• Build scalable, low-latency numerical algorithms for derivatives pricing, valuation, and risk calculations.
• Develop software that sits directly in the critical path of high-frequency trading systems.
• Partner closely with quantitative researchers, traders, and software engineers to implement sophisticated mathematical models into production.
• Improve the performance, accuracy, and scalability of pricing and risk infrastructure.
• Contribute to architecture decisions for mission-critical trading applications.
• Optimize C++, Java, or similar high-performance applications for speed, efficiency, and reliability.

What We're Looking For

• Strong software engineering experience using C++, Java, or another object-oriented programming language.
• Experience developing quantitative, pricing, risk, or trading applications.
• Background working within: trade, capital markets, etc
• Strong understanding of algorithms, performance optimization, and multithreaded systems.
• Experience implementing numerical or mathematical models in production software.
• Ability to collaborate with quantitative researchers, traders, and engineering teams.

Nice to Have

• Derivatives pricing experience
• High-frequency or low-latency systems
• Financial mathematics
• Options, futures, or market-making experience
• Performance tuning and optimization
• Distributed systems experience

No C2C, sponsorship, or transfer.