Request Technology - Chicago, IL

posted 2 months ago

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

About the position

We are seeking a highly skilled Software Engineer with a strong background in Python, Java, and DevOps practices, particularly in containerization and Infrastructure as Code. The ideal candidate will have experience in quantitative risk management (QRM) and will be responsible for developing applications and solutions that automate risk models rather than building them from scratch. This role requires a deep understanding of the financial industry, particularly in regulated environments, and a solid grasp of financial products such as derivatives, equities, and interest rates. The successful candidate will work closely with the QRM team to develop and maintain risk models, ensuring that software is effectively implemented and tested in production environments. This includes configuring and managing resources in both local and AWS cloud environments, deploying QRM's software, and developing CI/CD pipelines to streamline the development process. The role also involves creating unit and integration tests, enhancing test automation tools, and participating in code reviews to ensure high-quality software delivery. Candidates should possess strong programming skills and be able to read and write code in languages such as Java, C++, and Python. A background in financial mathematics, including knowledge of derivatives pricing models and stochastic calculus, is highly desirable. The role requires a proactive approach to problem-solving, with the ability to identify issues and implement effective solutions. Experience with Agile/SCRUM methodologies is also preferred, as is familiarity with productivity tools like Jira and Confluence.

Responsibilities

  • Develop and maintain software applications for quantitative risk management.
  • Automate risk models and ensure their effective implementation in production environments.
  • Configure and manage resources in local and AWS cloud environments.
  • Develop CI/CD pipelines for model testing and deployment.
  • Create unit and integration tests and enhance test automation tools.
  • Participate in code reviews and provide production support.
  • Write technical documentation and user manuals for software applications.
  • Contribute to the development of QRM's databases and ETLs.
  • Integrate model prototypes and testing tools using industry best practices.

Requirements

  • Master's degree or equivalent in a computational or numerical field such as computer science, information systems, mathematics, or physics.
  • 7+ years of experience as a software developer with exposure to cloud or high-performance computing areas.
  • Strong programming skills in Java (preferred), Python, or C++ with effective application of design patterns and best coding practices.
  • Experience with CI/CD processes and tools such as Git, Jenkins, Docker, and Terraform.
  • Proficiency in container orchestration using Kubernetes and cloud technologies, preferably AWS.
  • Strong problem-solving skills with the ability to identify and resolve complex issues.
  • Experience with Agile/SCRUM or other rapid development frameworks.

Nice-to-haves

  • PhD in a relevant field such as mathematics, statistics, or computer science.
  • Experience with financial products and understanding of markets and derivatives.
  • Familiarity with logging, profiling, and monitoring tools like Splunk and OpenTelemetry.
  • Experience with automated quality assurance frameworks such as Junit or PyTest.
  • Knowledge of numerical libraries and scientific computing.

Benefits

  • Health insurance coverage
  • 401k retirement savings plan
  • Flexible scheduling options
  • Professional development opportunities
  • Paid holidays and vacation time
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