Software Engineer - Python, Java, Terraform, DevOps, Kubernetes

Request Technology - Chicago, IL

Full-time - Mid Level

Chicago, IL

Administrative and Support Services

About the position

The Software Engineering - Quantitative Risk Automation Modelers position is designed for experienced developers who are passionate about working in the field of quantitative risk management. This role focuses on automating risk models rather than building them from scratch, which requires a deep understanding of both software development and the financial industry. The successful candidate will be responsible for developing and maintaining risk model software that is used in production environments, as well as the infrastructure necessary for model implementation and testing. Candidates should have a strong background in programming, particularly in languages such as Python and Java, and should be comfortable working in a collaborative software development environment. The role demands advanced coding skills, as well as the ability to manipulate databases and environments effectively. Familiarity with financial products, including equities, interest rates, and commodities, is highly desirable, as is a background in financial mathematics, including knowledge of derivatives pricing models and stochastic calculus. In addition to programming skills, the role requires experience with DevOps practices, including CI/CD pipelines and infrastructure as code (IaC) using tools like Terraform. Candidates should also have experience with containerization technologies, particularly Kubernetes, and should be comfortable deploying applications in cloud environments, preferably AWS. A master's degree or equivalent in a computational or numerical field is required, along with at least 7 years of experience as a software developer, particularly in cloud or high-performance computing areas.

Responsibilities

• Develop and maintain risk model software for margin, clearing fund, and stress testing.
• Automate existing risk models to improve efficiency and accuracy.
• Collaborate with the Quantitative Risk Management (QRM) team to understand model requirements and specifications.
• Implement and manage CI/CD pipelines for software deployment.
• Utilize infrastructure as code (IaC) practices to manage cloud resources effectively.
• Deploy and orchestrate containerized applications using Kubernetes.
• Ensure high performance and reliability of risk model software in production environments.

Requirements

• Strong programming skills in languages such as Java, Python, or C++.
• Advanced coding, database, and environment manipulation skills.
• Proficiency in Java or another object-oriented language, with knowledge of design patterns and best coding practices.
• Experience with DevOps practices and CI/CD tools.
• Familiarity with containerized deployment in cloud environments.
• Experience with cloud technologies, preferably AWS.
• Knowledge of infrastructure as code (IaC) tools like Terraform.
• Experience with scripting languages such as Python.
• Master's degree or equivalent in a computational or numerical field.
• 7+ years of experience as a software developer, particularly in cloud or high-performance computing.

Nice-to-haves

• Knowledge of financial products and derivatives.
• Background in financial mathematics, including stochastic calculus and statistics.
• Understanding of markets and financial derivatives in equities, interest rates, and commodities.