Senior Python Developer - Market Risk

Salary: $90k-$100k + bonus

Location: Chicago, IL

Hybrid: 3 days onsite, 2 days remote

*We are unable to provide sponsorship for this role*

Qualifications

• • Bachelor's Degree in Finance or related.
  • Proficient understanding of statistical concepts, derivatives pricing, securities markets and options trading strategies.
  • 2+ years of experience in capital markets, Back Office operations, or risk management
  • 2+ years of Python Development
  • Experience with Pandas, NumPy and version control systems (eg Git)
  • SQL experience including knowledge of subqueries, CTEs, windows functions, partitions, advanced join commands, and using grouping and aggregate functions.
  • Experience with Bloomberg API preferred.

Responsibilities

• • Analyze market risk exposures for products and accounts including equities, futures, index and equity options, options on futures and government securities.
  • Develop tools and reports using large data sets to assist with financial risk analysis and reporting.
  • Conduct ad-hoc data analysis for senior management during critical market events.
  • Monitor current financial market conditions including corporate earnings and key economic announcements
  • Monitor clearing members' trading positions and collateral for sensitivities to various risk factors using market risk methodologies including Monte Carlo and Stress Testing.
  • Assist the Market Risk Team by proposing, developing and specifying requirements for a best-in-class intraday market risk system along with a suite of proprietary technological tools.