# Quantitative Developer

**Company**: SpiderRock Advisors (SRA)
**Location**: Chicago, IL
**Work arrangement**: hybrid
**Experience**: senior
**Job type**: full-time
**Salary**: USD$160,000.00 - USD$210,000.00
**Category**: Engineering
**Industry**: Finance

**Apply**: https://blackrock.wd1.myworkdayjobs.com/en-US/BlackRock_Professional/job/Chicago-IL/Vice-President--Quantitative-Developer---SpiderRock_R266804?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_7a2efdf9-0db

## Description

SpiderRock Advisors (SRA) seeks a highly skilled Quantitative Developer to help scale the technology used to support its option overlay separately managed account (SMA) strategies across proposal generation, portfolio construction, risk analytics and trading workflows.

This role sits in SRA’s technology organization and involves designing, building, and supporting production-grade platforms for option analytics, margin monitoring and technology assisted trading. The ideal candidate brings strong software engineering discipline, practical experience working with quantitative or data-intensive systems, and a solid understanding of option markets.

## Key Responsibilities

- Design, develop, and maintain Python-based services, libraries, and analytics tools.

- Collaborate with the portfolio management, research, trading and sales teams to transform ideas into useable software products.

- Serve as a subject matter expert on option markets within the technology organization.

## Qualifications

- Strong proficiency in a programming language with a preference for Python.

- Experience building maintainable, production-quality software.

- Strong understanding of software design, testing, debugging, version control, observability, and production support practices.

- Strong knowledge of option markets, volatility surfaces, greeks, scenario analysis, VaR and other risk measures.

- Broad knowledge of financial markets, data providers and risk models.

- Strong analytical, problem-solving, communication, and decision-making skills, with the ability to work effectively across technical and non-technical stakeholders.

- Able to effectively leverage AI to increase productivity and produce high-quality code.

- Knowledge of risk based and Reg T margin calculations (desirable but not required).

## Requirements & Professional Experience

- 5+ years of professional quantitative development, software engineering, data engineering, or financial technology experience.

- 2+ years of professional experience with derivatives.

- Experience working with systems that support trading, portfolio construction, risk, analytics, market data, or investment workflows.

- Experience with Dash, Open Container Initiative (OCI) container image packaging and runtime, Prefect, MySQL, AWS (desirable but not required).

## Education

- Bachelor’s, Master’s, or PhD in a highly quantitative field.

## Salary Information

The salary range for this position is USD$160,000.00 - USD$210,000.00 .

## Benefits

To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.

## Skills

### Required
- Python
- software design
- testing
- debugging
- version control
- observability
- production support
- option markets
- volatility surfaces
- greeks
- scenario analysis
- VaR
- risk models
- financial markets
- data providers
- analytical skills
- problem-solving skills
- communication skills
- decision-making skills
- AI

### Nice to have
- Dash
- Open Container Initiative (OCI)
- Prefect
- MySQL
- AWS
- risk based margin calculations
- Reg T margin calculations

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Source: [Apply at blackrock.wd1.myworkdayjobs.com](https://blackrock.wd1.myworkdayjobs.com/en-US/BlackRock_Professional/job/Chicago-IL/Vice-President--Quantitative-Developer---SpiderRock_R266804?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)