Skip to main content
David Careers

Quantitative Developer, Options Trading (C++/Python), Chicago

Posted 11 days ago

thurn partnersSavannah (GA)
Financial Quantitative AnalystsCustom Computer Programming Services

SENIORITY

Senior

Apply (opens in a new tab)

About the role

About the Role: A global trading firm is hiring a Quantitative Developer to join its options business, building the systems that research and trading run on. The team works on options pricing, risk and return prediction, and is adding engineers to build out its next generation of research and risk systems. You will sit between research and engineering, working directly with quantitative researchers and traders. You will build the libraries, simulation and back testing environments, and high-throughput production systems that take ideas from research to live trading, and the engines that tell traders what happens to every position under thousands of market scenarios.
Responsibilities: Build and own core options systems in C++ and Python, including pricing, risk computation, and research tools. Turn models into fast, reliable production code. Ensure live trading matches what was tested in research. Solve large-scale computation problems where performance and correctness both matter. Shape trading decisions through your work. Build the simulation and backtesting environments that let the team test ideas at scale. Work directly with quantitative researchers and traders, from first idea to live trading.
Required Skills:
  • Strong C++ skills, including performance, memory, and concurrency.
  • Fluent in Python, with solid quantitative instincts.
  • Curiosity about markets; this is not a role for someone looking for just another engineering job.
  • You’ll be part of the research team, not a service team behind it.
  • Options, pricing, or risk experience is a strong plus, but not required.
  • Degree in computer science, mathematics, engineering, or another technical field.
  • Before applying
  • Full-time, on-site role based in Chicago; fully remote candidates will not be considered.
  • Applicants must have the right to live and work in the US or be eligible for sponsorship.
  • Please ensure you meet the required experience before applying.
  • Allow one to five working days for a response to any enquiry.
  • Your application is subject to our privacy policy, found here: https://www.thurnpartners.com/privacy-policy

Before you apply

Applying takes about a minute. These four things decide how fast it moves after that.

Your profile is current

It's what we read first. Occupations, seniority and locations matter more than a long history.

Two examples you can talk through

Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.

A number in mind

What you're on now and what would make you move. We negotiate better when we know both.

Your notice period

Employers plan around it, and it's the question that stalls offers most often.

Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.

More like this