Senior Software Engineer, Quant - hybrid in Chicago, IL, Overland Park, KS or NYC
About the role
Building trusted markets — powered by our people, Cboe Global Markets inspires its people to solve complex challenges together because what we do matters. We provide the financial infrastructure that powers the global economy. As a leading provider of market infrastructure and tradable products, Cboe delivers cutting‑edge trading, clearing and investment solutions to market participants around the world. We’re building meaningful ways to support professional and personal development while strengthening the trust we’ve earned as a global market leader. Our teams are empowered to share ideas, actively pursue them and take on challenges. As champions of internal mobility and access to opportunity, we encourage our people to “go for it” and equip our managers with the training to coach their teams to the next level. We strive to provide employees a safe space to network, share ideas and create opportunities. Cboe Data Vantage is looking for an experienced software engineer who is excited about combining strong engineering skills with financial quantitative analysis. The role focuses on modeling a diverse set of financial instruments and includes portfolio analysis. You will work within a team of seasoned developers, technologists, and quants all with deep experience in financial markets and financial modeling. Data Vantage’s clients are among the largest and most prestigious financial institutions and rely on our expertise in this space.
Responsibilities
- Develop, optimize, and debug real-time financial analytics software
- Evaluate, tune, and improve model performance, stability, and accuracy
- Analyze market data, derived market data, and reference data
- Collaborate closely with our reference data, real-time data, and historical data teams
- Provide 2nd level support for production applications developed by the team
- Respond to customer questions regarding our analytics and models
- Write technical specifications, project plans, and documentation
- Regular communication with senior managers and technical colleagues
- Work with sales team to support presales engagements
Requirements
- 3+ years in Java or C# (or equivalent), including understanding of parallel and multithreaded design patterns
- 1+ year in C++ preferred — our system is primarily Java, but performance-critical calculations run in C/C++ and CUDA
- Background in financial markets, derivatives pricing, and/or risk analysis. Equity derivatives experience is a plus
- Ability to explain a complex software system end-to-end, from inputs to output, including its design rationale and business value
- Ability to work as a self-starter; take ownership of projects from start to finish; develop requirements and specifications; QA testing, documentation and production release
Qualifications
Minimum of a bachelor’s degree in a STEM field, but a master’s degree preferred.
Benefits
- Medical Coverage
- Prescription Drug Coverage
- Additional Medical Benefit
- Dental Coverage
- Vision Coverage
- 401K or Pension Company Match
- Spending Accounts
- Life and AD&D Insurance
- Retirement Savings Plan
- Employee Stock Purchase Plan (ESPP)
- Voluntary & Additional Benefits
- Paid Time Off
Pay
The anticipated base salary range for this role is $119,000‑$154,000 in Kansas, $130,900‑$169,400 in Chicago, and $148,750‑$192,500 in New York, with actual compensation determined by job‑related factors such as skills, relevant experience, education, internal alignment, and location. This role may also be eligible for annual incentive compensation and, where applicable, participation in Cboe's long-term equity programs.