Quantitative Developer - Python & SQL

Requirements

Must have:

- Proficiency in Python or a strong willingness to learn it - Experience with C#, MATLAB, or Go is also relevant - Solid grasp of Object-Oriented Programming principles - Experience with SQL (SQL Server, Oracle) or NoSQL (MongoDB) database manipulation - High intellectual curiosity related to financial markets and derivative products - Bachelors degree in Computer Science, Financial Engineering, Mathematics, Physics, or a related quantitative field - Knowledge of AWS Cloud services (preferred) - Familiarity with Snowflake (preferred) - Progress toward FRM or CFA certifications (preferred) - Familiarity with Visual Studio Code or PyCharm (preferred)

Responsibilities:

- Implement and maintain quantitative models for the valuation and analysis of derivatives portfolios - Construct and optimize data pipelines (approximately 50-60% of initial work) using APIs to retrieve data from internal systems and financial platforms like Bloomberg or MATLAB - Assist in transitioning legacy systems to contemporary cloud architectures, focusing on Snowflake and AWS - Develop backend services and UI tools for real-time trading, hedging, and portfolio monitoring - Collaborate with senior developers to optimize existing codebases and produce technical documentation that aligns with the software development lifecycle - Provide direct technical support and enhance systems for the front-office trading team

Company:

We are seeking a Jr. Quantitative Developer to join our Derivatives team, located in Topeka/Kansas City Metro. This specialized position is placed directly on the trading floor and is designed for a Financial Engineer eager to build the technical instruments that drive $70 billion in assets under management. We offer a direct hire employment type with a compensation range of $70,000 to $80,000, and daycare services are available at the Topeka office. Our team is in-office based on the managers preferences, with some team members attending daily.