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C++ Developer
Ref No.: 18-03176
Location: Chicago, Illinois
Position Type:Full Time
Pay Rate : $ 90,000.00 - 160,000.00 /Year
The ideal C++ Developer should be comfortable in a fast-paced, dynamic team environment as software development cycles are short and releases of proprietary software are frequent. Excellent communication skills are required.

Build and maintain libraries for volatility and valuation models for options and other derivatives
Create software tools for quant research and risk management
Design and implement distributed valuation systems for real-time option pricing
Collaborate with several teams to deliver solutions that enhance trading, quoting and risk management

5+ years of software development experience with C++
Strong C++ programming and design skills
Python programming skills preferred
Experience with unit testing, regression testing and general test automation
Independent problem solving and excellent communication skills, must be able to translate real-world requirements into quantitative terms
B.S. in engineering, computer science or other quantitative field
Any previous experience working with pricing, options, and/or pricing models is nice to have.
Previous experience working with complex C++ applications is desired.