Quantitave Analyst / Model Developer
Base Salary $120-140K+ Annual Incentive Opportunity + Full Benefits. Also Includes Full Benefits Package: Medical, Rx, Dental, Disability, Life Insurance, Flexible Spending Accounts, Retirement Savings Plans with Company Match/Contributions, Education Assistance, Bonus Plan Eligibility, Parental Leave

• Healthcare/retirement savings programs

• Competitive compensation packages to reward skills and performance
• Tuition assistance or financial help for ongoing learning and development
• Health, Dental, Vision & Wellness programs
• Donation matching (U.S., Canada, Puerto Rico)

Job Description

The ideal candidate is self-driven and has a combination of strong quantitative as well as programming skills and is comfortable writing production quality code.
The developer’s responsibilities include, but are not limited to, designing and building modern software systems to better serve the quantitative needs of the Treasury organization. The developer will also build and support critical quantitative applications used by many organizations including:

• Mortgage pricing/prepayment model implementation

• Interest rate curve calibration

• Balance sheet and net interest income forecasting

• Web services using REST API

This role is perfect for the candidates who have a strong programming background but would like to gain hands-on experience in software development of quantitative financial models and processes. This is also an excellent opportunity for a candidate to level up their coding skills in C++ and Python.

Required Skills

• Degree in Computer Science or another quantitative field

• 0-2 years of experience in using object-oriented programming languages (C++, Python, Java, C#, etc)

• Experience with version control (git, svn)

Preferred skills

• strong programming background

Ideal Candidate

• The ideal candidate is self-driven and has a combination of strong quantitative as well as programming skills and is comfortable writing production quality code.
• The QF Architecture team is a small, fast-paced group looking to build and improve the software architecture for our quantitative applications.

Job Type: Full-time

Pay: $115,000.00 - $140,000.00 per year

Benefits:

• 401(k)
• 401(k) matching
• Dental insurance
• Employee assistance program
• Flexible schedule
• Flexible spending account
• Health insurance
• Life insurance
• Paid time off
• Parental leave
• Tuition reimbursement
• Vision insurance

Schedule:

• 8 hour shift
• Monday to Friday

Supplemental pay types:

• Bonus pay

Ability to commute/relocate:

• Chicago, IL: Reliably commute or planning to relocate before starting work (Preferred)

Application Question(s):

• What is your email address? (Needed so we can send job full job description, if selected)
• OPTIONAL: Anything else you would add that makes you a good fit for this role?

Experience:

• C++: 1 year (Required)
• Python: 1 year (Required)
• Java: 1 year (Required)
• C#: 1 year (Required)

Work Location: In person

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