Request Technology - Chicago, IL
posted 3 months ago
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.