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2023-04-18

Principal Software Engineer - Quant

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CBOE
Principal Software Engineer - Quant
New York, US
220,000 - 280,000
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Job Description

Job Description

boe is one of the largest exchanges in the world and the mission of our technology team is to disrupt the status quo with a relentless focus on product innovation that transforms new ideas into tradable realities. We’re looking for an experienced software engineer who likes to solve tough problems and has a desire to explore and leverage new technologies. Collaborating with other talented developers, you will be working on a new technology stack to engineer a “green” real-time market data system that will service global markets. If you are a free thinker who has a passion for honing their craft and pushing beyond standard conventions, come join the team that is leading the charge in defining the markets of tomorrow. Cboe is headquartered in Chicago, IL with offices and employees around the globe.

We care deeply about system reliability, testability, recoverability, fault tolerance, throughput, and latency. We measure times in microseconds, sometimes even nanoseconds. Our engineers have a strong understanding of computer science fundamentals and software engineering. We are analytical thinkers. If it’s broken, we fix it. If it needs refactoring, we refactor it. If it’s hard to test, we make it testable.

Job Description / Responsibilities

We are looking for a software engineer with a specialization in Java/Spring/Kafka develop to help build and support our index platform and services. This engineer will be responsible for expanding our global index brand by adding not only functionality but operational solutions to an ever- growing competitive market of indices. Participate in business requirements gatherings, system design, and software architecture. They will be responsible for writing code, creating tests, peer reviews and rotating system support with other members of the team.

Daily Responsibilities include but are not limited to:

  • Strong ability to analyze, assess and debug complex numerical computational issues, and recommend solutions.
  • Assist the product, sales, and client teams with quant-finance-related inquiries, including customer discussions and methodology reviews.
  • Subject matter expert in multiple significant areas of numerical computation and quantitative finance.
  • Work across teams and products to define and refine processes and procedures related to our engineering process.
  • Provide architecture and direction for continued growth of our code base to support new asset classes, products, regions, models, methodologies, etc.
  • Provide significant review of business and technical requirements.
  • Provide significant input into project planning and scheduling.
  • Mentor other engineers; help managers to onboard and train new associates.
  • Key participant in the interview and assessment process for new associates.
  • Writing high quality testable code with performance in mind
  • Maintaining a highly available system
  • Design modern application that are scalable and maintainable
  • Distill complex requirements into manageable features / tasks
  • Efficiently gather and store information into databases for audit and statistics
  • Help refine existing practices and technology to improve our process
  • Collaborate across all business lines to provide accurate and efficient time to market
  • You will also analyze and recommend technologies and tools to improve efficiency and quality of the development process.

Education: BA/BS in STEM field

Qualifications

  • STEM background with an interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics.
  • Must have strong programming skills in C++ and/or Java; functional programming skills in SQL; and working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing. Programming in CUDA is a plus.
  • Financial markets experience a plus (market data, reference data, risk).
  • Strong Linux background.
  • Strong ability to work within a global team, prioritize tasks, and meet deadlines
  • The ability to understand, code and decode index calculations a plus.
  • Demonstrated ability to work well in a dynamic environment, quickly pick up new skills and adapt to changing business needs.
  • Experience in full project lifecycle development and the use of JIRA and other collaboration tools.
  • Team player with strong communication, collaboration, active listening, and problem-solving skills
  • Competent with version control tools
  • Experience with Kafka desirable.
  • Self-directed, self-motivated.

Our company is committed to equal employment opportunity. We will not discriminate against employees or applicants for employment on any legally- recognized basis [ "protected class"] including, but not limited to: age, race, gender, pregnancy, religion or creed, color, national origin, sexual orientation, disability, genetic characteristics, military or veteran status, uniform service member status or any other protected class under federal, state or local law.

As required by the New York City Human Rights Law, Cboe provides a reasonable range of minimum base salary for roles that may be performed in New York City. Actual compensation is influenced by a wide array of factors including but not limited to geographic location, skill set, level of experience, etc. For New York City only, the range of starting base salary for this role is $220,000-$280,000. Additional incentive compensation and benefits may be available.

Equal Employment Opportunity
We're proud to be an equal opportunity employer - and celebrate our associates' differences, including race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, and Veteran status.

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#Remote

_Any communication from Cboe regarding this position will only come from a Cboe recruiter who has a @cboe.com email or via LinkedIn Recruiter. Cboe does not use any other third party communication tools for recruiting purposes. _

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