Request Technology - Chicago, IL

posted 3 months ago

Full-time - Mid Level
Chicago, IL
Administrative and Support Services

About the position

The Java Developer position at our prestigious financial institution involves developing and maintaining risk models for margin, clearing fund, and stress testing. The primary focus is on creating and sustaining risk model software in production, as well as managing the environments and infrastructure necessary for model implementation and testing. The successful candidate will collaborate closely with other developers, quantitative analysts, business users, and data & technology staff to enhance the technical capabilities for model development, back-testing, and monitoring. This role is critical in ensuring that the software and systems used for pricing, margin risk, and stress testing of financial products and derivatives are robust and efficient. In this role, you will be responsible for developing and maintaining the software and environments that implement and test systems for financial products. This includes configuring and managing resources in both local and AWS cloud environments, deploying QRM's software, and developing CI/CD pipelines. You will also configure, execute, and monitor execution pipelines for model testing, back-testing, and monitoring. Your contributions will extend to the development of QRM's databases and ETLs, integrating model prototypes, model libraries, and model testing tools while adhering to best industry practices and innovations. Additionally, you will create unit and integration tests, enhance test automation tools, participate in code reviews, and document technical processes and user manuals. Providing production support and troubleshooting will also be part of your responsibilities, ensuring that the systems operate smoothly and efficiently.

Responsibilities

  • 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 local and AWS cloud environments and deploy QRM's software on these resources.
  • Develop CI/CD pipelines.
  • Configure, execute, and monitor execution pipelines for model testing, back-testing, and monitoring.
  • Contribute to the development of QRM's databases and ETLs.
  • Integrate model prototypes, model library, and model testing tools using best industry practices and innovations.
  • 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.

Requirements

  • Strong programming skills with the ability to read and/or write code using a programming language (e.g., Java, C+, Python) in a collaborative software development setting.
  • 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 cloud environments.
  • Proficiency in technical and/or scientific documentation (e.g., white papers, user guides).
  • Strong problem-solving skills 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.
  • Knowledge of financial products, particularly in equities, interest rate, and commodity products, is a plus.
  • Background in financial mathematics, including derivatives pricing models, stochastic calculus, statistics and probability theory, and linear algebra.
  • Master's degree or equivalent in a computational or numerical field such as computer science, information systems, mathematics, or physics.
  • 5+ years of experience as a software developer with exposure to cloud or high-performance computing areas.

Nice-to-haves

  • Experience with scripting languages such as Python is a plus.
  • Experience with numerical libraries and/or scientific computing is a plus.

Benefits

  • Bonus eligibility
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