Request Technology - Chicago, IL

posted 20 days ago

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

About the position

The Java 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 risk model software in production environments, collaborating with various stakeholders to enhance technical capabilities for model development and testing.

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 and deploy QRM's software on these resources.
  • Develop CI/CD pipelines 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.
  • 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, C+, Python, or similar languages in a collaborative software development setting.
  • Advanced coding, database, and environment manipulation skills.
  • Track record of complex production implementations and experience in developing and maintaining 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' sources, severity, and impact.
  • Experience with Agile/SCRUM or another rapid development framework.
  • Knowledge of financial products and derivatives is a plus, including equities, interest rates, and commodities.
  • Background in financial mathematics is a plus, including derivatives pricing models and statistics.

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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