Quantitative Developer___ Chicago, IL (Onsite) ___ Contract

Job Title: Quantitative Developer Location: Chicago, IL – 100% REMOTE Long Term Contract – W2 / C2C Job Summary: We are seeking a highly experienced and adaptable Quantitative Developer to join our team in Chicago. This role requires a unique blend of strong quantitative and technical skills, deep financial domain knowledge, and a proactive learning attitude. You will collaborate closely with quantitative researchers, risk managers, and portfolio management teams to design, develop, and optimize analytical tools and models in a high-performance computing environment. Key Responsibilities • Design and implement production-grade code that translates quantitative models into efficient and scalable solutions. • Work closely with Quantitative Research, Risk, and Equity Portfolio Management teams to support model development and risk analytics. • Contribute across the software development lifecycle including requirements analysis, coding, testing, and deployment. • Build solutions using a wide array of technologies including Python, PySpark, R, Java, and cloud-based big data platforms like Databricks. • Develop in both real-time and batch-oriented architectures. • Employ Test-Driven Development (TDD) to ensure code quality, scalability, and maintainability. • Continuously explore and integrate modern technologies and industry best practices into development processes. • Communicate complex quantitative and technical concepts effectively to non-technical stakeholders. Required Qualifications • Education: Master’s or Ph.D. in Computer Science, Mathematics, Financial Engineering, or a related quantitative field from a reputed institution. • Experience: • Overall 12+ years of IT experience. • Must have at least 5-8+ years of progressive experience in software engineering and quantitative development. • Technical Skills: • Proficiency in Python and PySpark (must-have), with hands-on experience in R and Java. • Strong experience with data processing libraries such as Pandas, Polars, CuML, etc. • Familiarity with cloud big data platforms, particularly Databricks. • Experience working with large datasets and building scalable data pipelines. • Domain Knowledge: Solid understanding of financial instruments including securities and derivatives, along with capital markets structure. • Development Practices: Strong commitment to clean code, adaptive systems, and iterative design using TDD methodologies. • Soft Skills: • Quick to learn new technologies and quantitative methods. • Able to explain technical strategies and solutions to both technical and business audiences. Preferred Attributes • Exposure to quantitative research and alpha modeling. • Experience building risk engines or simulation frameworks. • Familiarity with orchestration frameworks like Airflow or equivalent. • Ability to work in a fast-paced, collaborative environment with minimal supervision. To Apply: Please share resume to Anamikav@acestackllc.com; Bishnuu@acestackllc.com