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Quantitative Risk Software Engineer

Request Technology
Chicago, IL
$135K-$145K a year
Full-time

This role is responsible for one or more functions within Quantitative Risk Management (QRM) who develops and maintains risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing

Responsibilities :

  • AWS develop CICD pipelines JAVA C# Python Agile Scrum financial products a plus understand markets financial derivatives equities interest rates commodity products java preferred ci / cd infrastructure as a code Kubernetes terraform splunk open telemetry sql big data scripting in python
  • This role will collaborate with other developers, quantitative analysts, business users, data & technology staff to expand QRM’s technical capabilities for model development, backtesting and monitoring
  • Develop and maintain software and environments used to implement and test systems for pricing, margin risk and stress testing of financial products and derivatives
  • Configure and manage resources in the local and AWS cloud environments and deploy QRM’s software on these resources
  • Configure, execute, and monitor execution pipelines for model testing, backtesting and monitoring
  • Create unit and integration tests; build and enhance test automation tools
  • Participate in code reviews and demo accomplishments
  • Write technical documentation and user manuals
  • Provide production support and perform troubleshooting

Qualifications :

  • Strong programing skills
  • Able to read and / or write code using a programming language (e.g., Java, C++, Python, etc.) in a collaborative software development setting : The role requires advanced coding, database and environment manipulation skills
  • Track record of complex production implementations and a demonstrated ability in developing and maintaining enterprise level software, including in the cloud environment
  • Proficiency in technical and / or scientific documentation (e.g., white papers, user guides, etc.)
  • Strong problem-solving skills : Be able to accurately identify a problem's source, severity, and impact to determine possible solutions and needed resources
  • Experience with Agile / SCRUM or another rapid development framework
  • DevOps experience, with a good command of CI / CD process and tools (e.g., Git, GitHub, Gradle, Jenkins, Docker, Helm, Harness)
  • Experience in containerized deployment in cloud environments
  • Terraform), managing and orchestrating containerized workloads (e.g
  • Experience with logging, profiling, monitoring, telemetry (e.g
  • Good command of database technology and query languages (SQL) and non-relational DB and other Big Data technology, including efficient storage and serialization protocols (e.

g. Parquet, Avro, Protocol Buffers)

30+ days ago
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