Manager Quantitative Development

Employer
CME Group
Location
New York, USA
Salary
Competitive
Posted
Mar 08, 2023
Closes
Apr 07, 2023
Ref
18702351
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Description
Work in a dynamic and productive quantitative development team that is doing serious development work on code which moves billions of dollars every day. Work with the quantitative research team to discuss the mathematical specifications, design and develop and test the core algorithms in C++, and work with IT teams to get them into production, on premises or in the cloud.

Principle Accountabilities:
  • Code development of new quantitative risk models within the CME production C++ code bases (based on mathematical specifications and research code).
  • Technical project management, including information gathering and agreeing on timelines, milestones, interfaces, required data, format, etc.
  • Responsible for code reviews, design discussions and documentation.
  • Work with IT teams to help bring the code into production, including providing documentation and usage assistance.
  • Work with the QA teams to ensure correctness not only within the code itself but also the integration into the wider system infrastructure (e.g. data integrity, correct usage).
  • Lead/mentor junior quantitative developers and collaborate with offshore development teams to guarantee a timely delivery.
Skills and Software Requirements:
  • Masters in Computer Science, Financial Engineering, (Financial) Mathematics or related field.
  • Excellent knowledge of modern C++ and 4+ years of experience.
  • Experience in quantitative development or in similar areas of algorithmic development (e.g. physics).
  • Ability to read and understand mathematical and algorithmic specifications.
  • Possession of good analytical, mathematical, and problem solving skills. Quantitative knowledge is a plus.
  • Ability to manage or lead junior developers (onshore and offshore) and to collaborate with other teams (onshore and offshore).
  • Good presentation/writing skills on code documentation, white papers, etc. as well as strong and written communication skills.
  • Working knowledge of Java and/or C#.
  • Working knowledge of versioning systems (e.g. git) and development environments (e.g. Visual Studio, Eclipse).
  • System experience with Linux/Unix environments, databases, Latex is a plus.
3 days on site!
#LI-Hybrid
#LI-DS
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CME Group is committed to offering a competitive total rewards package for our employees that recognizes their contributions to the business and reflects our long-term investment in their future. The salary range for this role is $140,500-$234,100. Actual salary offered will be dependent on a wide array of factors including but not limited to: relevant experience, skills, education and comparison to internal employees (where relevant). Our compensation program also includes an annual target bonus opportunity for all employees, as well as the opportunity to become an owner in the company through our broad-based equity program. Through our Benefits program, we strive to offer flexibility, value and choice. From comprehensive health coverage, to a retirement package that includes both a 401(k) and an active Pension Plan, to highly competitive education reimbursement provisions, paid time off and a mental health benefit, CME Group offers a holistic Benefits package for our team and their dependents.

CME Group: Where Futures Are Made

CME Group (www.cmegroup.com) is the world's leading derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

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