Senior Software Engineer, Quant - hybrid in Chicago, IL or NYC

* Develop and implement quantitative models and software applications to process and analyze real-time financial market data in a high-performance, real-time computing environment* Maintain and optimize existing software applications, and recommend and implement improvements* Write technical specifications, project plans, and technical documentation; translate business requirements into functional specifications and project plans* Regular communication with senior managers and technical colleagues* Processing, collecting, and analyzing financial market data, including high frequency real-time pricing data and reference data* Monitor and improve the quality of analytical data generated from our applications; develop/work with reference data team to add or modify reference data sources* Work with product managers and business development team to write documentation, technical specifications, project plans and sales material for our data and applications* Minimum 5 years of experience in financial markets required (market data, reference data, risk)* Quantitative STEM background with a strong interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics experience* Experience in financial derivatives modeling, corporate actions, securities, and derivatives reference data, including futures and options contracts* Strong programming skills in Java and/or C++; functional programming skills in SQL; and working knowledge of R, Python/NumPy, MatLab, or similar language for working with data and performing scientific computing. CUDA programming experience preferred.* Strong knowledge of and extensive experience with statistical concepts including Bayesian modeling and hypothesis testing; linear regression; principal components (PCA); tree models; and time series modeling such as GARCH* Strong attention to detail, a highly analytical and quantitative mind, capable of translating analytical insights into actions* Ability to work as a self-starter with minimal supervision; take ownership of projects from start to finish; develop requirements and specifications; QA testing, documentation and production release* Ability to multi-task, prioritize and manage time effectively, in a deadline driven environment* Strong interpersonal and communication skills necessary to work within a global team**Education:** Bachelor's degree required and Master’s or PhD in a STEM field highly preferred**Benefits and Perks**We value the total wellbeing of our people – including health, financial, personal and social wellness. We believe standard benefits like health insurance and fair pay are given at any organization. Still, you should know what we offer:401K or Pension Company MatchVoluntary & Additional Benefits We work with purpose, solving problems with ingenuity, collaboration, and a lot of passion. We’re an engaged and excited team connecting markets across borders and embracing growth in all its forms to achieve incredible outcomes.Within the range, individual pay is determined by a number of factors, including, but not limited to, work location, job-related skills, experience, and relevant education or training. In addition to base pay, our total rewards program includes an annual variable pay program and benefits including healthcare (medical, dental and vision), 401 (k) with a generous company match, life and disability insurance, paid time off, market-leading tuition assistance, and much more! Your recruiter will provide more details about the total compensation package, including variable pay and benefits, during the hiring process. For further information on our total rewards program, visit #J-18808-Ljbffr