Software Development Engineer in Test

We're looking for a sharp, technically deep SDET to own quality across our trading systems — from order execution engines to real-time risk analytics. You'll work alongside quants, traders, and engineers to ensure our platform behaves correctly under normal conditions and at the edge cases that matter most in live markets. As AI becomes core to how we trade and operate, you'll also help us test and validate the models and pipelines that power it.

Develop end-to-end, integration, and unit test suites covering options pricing models (Black-Scholes, binomial trees), order lifecycle, and P&L calculations

Test and validate AI/ML models used in signal generation, volatility forecasting, and trade execution — including drift detection, model regression, and output boundary testing

Build evaluation harnesses for LLM-powered tools used internally (e.g., trade summarization, risk Q&A, alert triage) to assess accuracy, hallucination rates, and latency

Simulate realistic market scenarios including high-volatility events, expiry dates, and corporate actions to stress-test system behavior

Validate FIX protocol messaging, OMS/EMS integrations, and exchange connectivity (CBOE, ISE, etc.)

Collaborate with quants to write test cases that verify Greeks (delta, gamma, vega, theta) and pricing accuracy under various market conditions

Build performance and load testing harnesses to validate sub-millisecond latency requirements

Design data quality pipelines to validate training data, feature stores, and model inputs for correctness and consistency

Participate in code reviews and advocate for testability in system design

Own CI/CD pipeline quality gates, including ML model promotion gates (shadow mode, A/B, champion/challenger)

Investigate production incidents and translate findings into regression tests

4+ years of SDET or QA Engineering experience, with at least 2 years in financial services or trading systems

Proficiency in Python and/or Java/C++ for test automation

Strong understanding of options trading concepts — calls/puts, expiry, strike, Greeks, volatility surfaces

Hands-on with test frameworks: pytest, JUnit, TestNG, or equivalent

Familiarity with ML concepts — model training, inference, overfitting, feature importance, and evaluation metrics (precision, recall, AUC)

Solid fundamentals in data structures, algorithms, and distributed systems

Familiarity with SQL and time-series databases (kdb+, InfluxDB, Timescale DB)

Experience with CI/CD tools (Jenkins, Git Lab CI, Git Hub Actions)

Ability to read and reason about quantitative models and pricing logic

Experience writing LLM evaluation frameworks — prompt regression testing, output scoring, and consistency checks across model versions

Familiarity with MLflow, Weights & Biases, or Sage Maker for model lifecycle tracking and test integration

Knowledge of AI governance and model risk management frameworks (SR 11-7 or equivalent) relevant to financial institutions

Experience with market simulators or exchange emulators

Knowledge of regulatory requirements (FINRA, SEC, CFTC) and audit trail testing including AI-assisted decision logging

Exposure to co-location or FPGA-based trading infrastructure

Familiarity with chaos engineering and fault injection testing

Prior experience with kdb+/q for tick data validation

Contributions to open-source testing or ML evaluation tools

• Learn while doing
• Highly competitive pay, benefits and bonus structure
• Voluntary ancillary plans (Life & AD&D, Short-Term Disability, Long-Term Disability, Critical Accident and Critical Illness)
• Discounted pet insurance
• 401K plan and safe harbor employer match
• Employee assistance program
• Company laptop and equipment
• Progressive time off benefits (unlimited PTO, maternity leave, paternal leave)
• Integrative work environment
• Wellness programs
• Zen Den for meditation, naps, nursing, or just to decompress
• Work with high-caliber and innovative professionals
• Access to unlimited snacks and beverages in our lounge area
• State of the art office with spectacular views downtown Chicago and the Chicago River
• Gym membership at our building fitness center on our floor
• Divvy bike access
• A fun and collaborative environment

Spider Rock is an Equal Opportunity Employer