Request Technology - Chicago, IL

posted 4 days ago

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

About the position

The Java Kafka Developer position at a prestigious financial institution involves developing and maintaining risk models for margin, clearing fund, and stress testing. The role focuses on creating and managing software in production environments, collaborating with various stakeholders to enhance technical capabilities for model development and monitoring.

Responsibilities

  • Develop and maintain software and environments for pricing, margin risk, and stress testing of financial products and derivatives.
  • Configure and manage resources in local and AWS cloud environments, deploying 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 in Java or another object-oriented language.
  • Ability to read and write code in a collaborative software development setting.
  • Track record of complex production implementations and experience in developing enterprise-level software, including in cloud environments.
  • Proficiency in technical documentation such as white papers and user guides.
  • Strong problem-solving skills to identify problems and determine solutions.
  • Experience with Agile/SCRUM or another rapid development framework.
  • Knowledge of financial products and derivatives is a plus.
  • Background in financial mathematics is a plus, including derivatives pricing models and statistics.
  • 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.
  • Experience with numerical libraries and/or scientific computing.

Benefits

  • Bonus eligibility
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