Quantative Risk Developer (Junior/Mid) C++

London, United Kingdom
08 May 2022
07 Jun 2022
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
To 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).
  • 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 code 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.
  • 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.
  • Good knowledge of modern C++ and 2+ years of experience.
  • Experience in quantitative development or in similar areas of algorithmic development (e.g. physics) is a plus.
  • Ability to read and understand mathematical and algorithmic specifications.
  • Possession of good analytical, mathematical, and problem solving skills. Quantitative knowledge is a plus.
  • Basic knowledge of Java and/or C#.
  • Working knowledge of versioning systems (e.g. git) and development environments (e.g. Studio, Eclipse).
  • System experience with Linux/Unix environments, databases, Latex is a plus.

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. Joining our company gives you the opportunity to make a difference in global financial markets every day, whether you work on our industry-leading technology and risk management services, our benchmark products or in a corporate services area that helps us serve our customers better. With 3,500 employees located around the world, we're small enough for you and your contributions to be known. But big enough for your ideas to make an impact. The pace is dynamic, the work is unlike any other firm in the business, and the possibilities are endless. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

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