Sr Quant Risk Development Associate

Join to apply for the Sr Quant Risk Development Associate role at CME Group2 days ago Be among the first 25 applicantsJoin to apply for the Sr Quant Risk Development Associate role at CME GroupCME Group is the world\’s leading and most diverse derivatives exchange. We are seeking a skilled and motivated Quantitative Developer to work in our dynamic and productive Quantitative Risk Management team within the Clearing House of CME. The Sr Quantitative Development Associate position is responsible for developing CME\’s in-house production analytics library which incorporates major parts of CME\’s risk and pricing models, risk-related optimizations and further analytics capability. The team is also responsible for several risk related research applications (e.g. back-testing) and is exploring cutting-edge technology, e.g. Cloud services, GPUs, AI tools, to boost application and development performance.

Principle Accountabilities

Code development of new quantitative risk models within the CME C++ production risk library (based on mathematical specifications and research code).Writing unit and functional test cases and obtaining test data from systems or other groups.Work with the QA teams to ensure correctness not only within the risk library itself but also the integration into the wider system infrastructure (e.g. data integrity, correct usage).Work with IT teams to help bring the code into production.Agreeing on timelines, milestones, interfaces, required data and their format, and providing documentation and usage assistance to library users.Responsible for code reviews, design discussions and documentation.Collaborate with offshore development teams and coordinate projects to guarantee a timely delivery.

Skills And Software Requirements

Very good knowledge of C++ (4+ years of experience).Possession of good analytical, mathematical, and problem solving skills, with quantitative skills being a plus.Ability to read and understand mathematical and algorithmic specificationsGood knowledge of Java.Good general software development skills, including code documentation.Working knowledge of versioning systems (e.g. git) and development environments (e.g. Visual Studio, Eclipse).System experience with Linux/Unix environments and/or databases, Latex documentation system is a plus.Cloud experience with GCP/AWS/Azure and/or GPU/CUDA programming is a plus.

Qualifications

Master (or Doctorate) in Computer Science, Financial Engineering, Financial/Applied/Pure Mathematics, Physics, or a related discipline.

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CME Group: Where Futures are Made

CME Group 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 by 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.

At CME Group, we embrace our employees\’ unique experiences and skills to ensure that everyone\’s perspectives are acknowledged and valued. As an equal-opportunity employer, we consider all potential employees without regard to any protected characteristic.

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