BlackRock
Vice President, Quantitative Developer - SpiderRock
$160K–$210K
Chicago, IL · Director · Full-time · Posted Oct 13, 2026
- Experience
- 5+ years of professional quantitative development, software engineering, data engineering, or financial technology experience; 2+ years of professional experience with derivatives.
- Education
- Bachelor’s, Master’s, or PhD in a highly quantitative field.
About the job
Build and support production software for SpiderRock’s options strategies, including analytics, portfolio construction, risk monitoring, and trading workflows.
What you'll do
- Design, develop, and maintain Python-based services, libraries, and analytics tools.
- Work with portfolio management, research, trading, and sales teams to turn ideas into software products.
- Serve as a technology organization subject matter expert on option markets.
What they ask for
- Strong proficiency in a programming language; Python preferred.
- Experience building maintainable, production-quality software and applying 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.
- Experience with relevant investment or trading systems; strong analytical, problem-solving, communication, and decision-making skills.
Nice to have
- Knowledge of risk based and Reg T margin calculations.
- Experience with Dash, Open Container Initiative (OCI) container image packaging and runtime, Prefect, MySQL, or AWS.
Pay
USD$160,000.00 - USD$210,000.00 base salary
Tools
Python, Dash, Open Container Initiative (OCI), Prefect, MySQL, AWS
AI focus
Effectively leverage AI to increase productivity and produce high-quality code.
Model-written summary · the original posting is authoritative