• + Bonus
  • Chicago, IL, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 2018-09-20

Quantitative Developer

  • Location: Chicago, IL, USA
  • Salary: + Bonus
  • Job Type: Full time

Interested in Financial Risk Management? We have a talented team consisting of financial engineers, software developers and other capital markets experts who work together to develop solutions for the financial services industry. As a team, we advise some of the largest insurance companies in the area and are seeking a Quantitative Developer who can serve in a pivotal role through their support.

Interested in Financial Risk Management? We have a talented team consisting of financial engineers, software developers and other capital markets experts who work together to develop solutions for the financial services industry. As a team, we advise some of the largest insurance companies in the area and are seeking a Quantitative Developer who can serve in a pivotal role through their support.

The Quantitative Developer will have the following responsibilities:

  • Design models applicable for pricing exercises and projecting hedge strategy performance

  • Implement derivative models such as C++, C# and VBA modules

  • Develop trading strategies and perform regression tests

The Quantitative Developer will have the following requirements:

  • Advanced Quantitative academic degree - preferably in Quantitative Finance, Math or Physics

  • Experience carrying out quantitative financial analysis

  • Proven proficiency in C++, SQL, Excel VBA

Benefits:

  • Generous 401(k) match and profit sharing contribution

  • Comprehensive health care options including HAS and FSA accounts

  • Free 24/7 workout facility and instructor-led classes

If interested in the Quantitative Developer position, feel free to submit your application.