Keywords:

Chicago IL Jobs, C++ Software Engineer, C++, Testing, Trading, Chicago Recruiters, Information Technology Jobs, IT Jobs, Chicago Recruiting


Overview:

As part of the Valuation Infrastructure group, Software Engineers provide the necessary expertise for the implementation and the maintenance of our valuation models.  These models are at the heart of the infrastructure that produces and vends pricing data to all trading desks.

Software development cycles at company are short and releases of proprietary software are frequent.  This is a fast-paced, dynamic team environment.  Software Engineers will quickly see the results of their work and the impact that work has on businesses.


Responsibilities:

-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.

Qualifications:

-5+ years of software development experience with C++.
-Outstanding C++ programming and design skills (familiarity with C++11/Boost nice to have).
-Python programming skills a plus.
-Independent problem solving and excellent communication skills, must be able to translate real-world requirements into quantitative terms.
-Experience implementing algorithms efficiently.
-Experience with unit testing, regression testing and general test automation.
-Experience with parallel programming and distributed computing is a plus.
-Knowledge of valuation and risk analysis methods is a plus.
-B.S. in engineering, computer science or other quantitative field.


Please check out all of our jobs at http://www.ginastechjobs.com.