Request Technology
Chicago, Illinois
03/09/2024
Full time
Senior Software Developer - Quantitative Risk Salary: Open + Bonus Location: Chicago, IL Hybrid: 3 days onsite, 2 days remote *This role is open to sponsorship candidates* Qualifications Master's degree in a computational or numerical field such as computer science, information systems, mathematics, physics 7+ years of experience as a software developer with exposure to the cloud or high-performance computing areas Proficiency in Java (preferred) or another object-oriented language is required, including effective application of design patterns and best coding practices. DevOps experience, with a good command of CI/CD process and tools (eg, Git, GitHub, Gradle, Jenkins, Docker, Helm, Harness). Experience in containerized deployment in cloud environments. Experienced with cloud technology (AWS preferred), infrastructure-as-code (eg Terraform), managing and orchestrating containerized workloads (eg Kubernetes). Experience with logging, profiling, monitoring, telemetry (eg Splunk, OpenTelemetry). Good command of database technology and query languages (SQL) and non-relational DB and other Big Data technology, including efficient storage and serialization protocols (eg Parquet, Avro, Protocol Buffers). Experience with automated quality assurance frameworks (eg, Junit, TestNG, Pytest, etc.). Bonus points Experience with Scripting languages such as Python. Experience with numerical libraries and/or scientific computing. Financial products: understanding of markets and financial derivatives in equities, interest rate, and commodity products. Financial mathematics: derivatives pricing models, stochastic calculus, statistics and probability theory, linear algebra. Responsibilities 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. This role will collaborate with other developers, quantitative analysts, business users, data & technology staff to expand QRM's technical capabilities for model development, back testing, and monitoring.