Java or C++ Programmer - Quantitative Risk Management Applications

$195,000 - $195,000/Yr

Request Technology - Dallas, TX

Full-time

Dallas, TX

Administrative and Support Services

About the position

The Java or C++ Programmer position focuses on developing applications and solutions for the Quantitative Risk Management (QRM) team. This role is not about building models but rather automating existing models to enhance efficiency and performance. The ideal candidate will have a strong background in software development, particularly within financial institutions, trading companies, or exchanges. The position requires a hardcore developer who can create robust applications and manage resources effectively in both local and AWS cloud environments. In this role, you will be responsible for configuring and managing resources, deploying QRM's software, and developing CI/CD pipelines. You will also contribute to the development of QRM's databases and ETLs, integrating model prototypes and testing tools while adhering to industry best practices. The position involves creating unit and integration tests, enhancing test automation tools, and participating in code reviews to ensure high-quality code delivery. Additionally, you will be expected to write technical documentation and user manuals, provide production support, and troubleshoot issues as they arise. The role demands strong programming skills, particularly in Java, C++, or Python, and the ability to work collaboratively in a software development environment. Familiarity with financial products and a background in financial mathematics, including derivatives pricing models and stochastic calculus, will be advantageous. The position is based on-site three days a week, with a competitive salary range of $185,000 to $195,000, plus bonuses.

Responsibilities

• Automate existing risk models rather than building new ones.
• Develop hardcore applications for the QRM team.
• Configure and manage resources in local and AWS cloud environments.
• Deploy QRM's software on managed resources.
• Develop CI/CD pipelines for efficient software delivery.
• Contribute to the development of QRM's databases and ETLs.
• Integrate model prototypes, model libraries, and model testing tools using best practices.
• Create unit and integration tests and enhance test automation tools.
• Participate in code reviews and demonstrate accomplishments.
• Write technical documentation and user manuals.
• Provide production support and troubleshoot issues.

Requirements

• Proficiency in Java (preferred) or another object-oriented language, with effective application of design patterns and best coding practices.
• DevOps experience with a good command of CI/CD processes and tools (e.g., Git, GitHub, Gradle, Jenkins, Docker, Helm, Harness).
• Experience in containerized deployment in cloud environments.
• Familiarity with cloud technology (AWS preferred) and infrastructure-as-code (e.g., Terraform).
• 7+ years of experience as a software developer with exposure to cloud or high-performance computing areas.
• Master's degree or equivalent in a computational or numerical field such as computer science, information systems, mathematics, or physics.

Nice-to-haves

• Knowledge of financial products, including markets and financial derivatives in equities, interest rates, and commodities.
• Background in financial mathematics, including derivatives pricing models, stochastic calculus, statistics, probability theory, and linear algebra.