goldman lloydsMundelein, IL
Quantitative Developer - Equity Derivatives
Quantitative Developer - Equity Derivatives
Quantitative Developer - Equity Derivatives
goldman lloydsMundelein, IL
today
Portfolio Management and Investment AdviceMiscellaneous Financial Investment ActivitiesInvestment Banking and Securities Intermediation
Apply for this role (opens in a new tab)Job Description:
- Quantitative Developer – Equity Derivatives | Front Office - New York
- Financial Services FirmHybrid on-site
- The role combines Python engineering, quantitative analytics and equity derivatives trading knowledge, working directly with a senior trader to develop tools for evaluating trading strategies and investment performance.
- This is an opportunity for a technically strong Quant Developer with established Equity Derivatives business knowledge who is interested in gradually expanding into Quantitative Research and strategy development.
Key Responsibilities:
Design and develop backtesting frameworks supporting equity options and derivatives trading strategies.
Build scalable research infrastructure for historical simulations, strategy evaluation and performance analysis.
Develop Python-based tools for analysing options strategies, volatility, Greeks, hedging and trading P&L.Work with historical market data, options chains, volatility surfaces and derivatives datasets.
Collaborate directly with Quantitative Researchers and Traders to implement and evaluate investment ideas.
Improve the accuracy, scalability and computational performance of research and simulation platforms.
Develop analytical frameworks supporting strategy attribution, transaction costs, risk-adjusted returns and portfolio behaviour.
Contribute to quantitative research initiatives as the role evolves.
Requirements:
- 5+ years of experience in Quantitative Development, Front Office Technology or Quantitative Trading Systems.
- Essential: Strong professional knowledge of Equity Derivatives, including options, volatility, Greeks and trading workflows.
- Advanced Python programming skills, with experience building production-quality research applications and analytical frameworks.
- Experience developing backtesting engines, trading simulations or quantitative research infrastructure.
- Strong understanding of algorithms, data structures, statistical analysis and financial time-series data.
- Familiarity with derivatives market data, historical datasets and strategy performance evaluation.
- Strong academic background in Computer Science, Mathematics, Physics, Financial Engineering or a related quantitative discipline.
- Ability to collaborate directly with Portfolio Managers, Traders and Quantitative Researchers.#Quantitative
- Developer #Python
- Engineering #FactorModels #Risk
- Technology #Quantitative
- Risk #HedgeFund #Portfolio
- Analytics #Distributed
Systems
Also on the board Same function, level within a rung
Level
Senior
Location
Mundelein, IL
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
today