Senior Software Developer

2 weeks ago


Chicago, Illinois, United States Request Technology, LLC Full time
Senior Software Developer - Quantitative Risk

We are seeking a highly skilled Senior Software Developer to join our Quantitative Risk Management team. As a key member of our team, you will be responsible for developing and maintaining risk models for margin, clearing fund, and stress testing.

Key Responsibilities:

  • Develop and maintain risk model software in production environments and infrastructure used in model implementation and testing.
  • Collaborate with other developers, quantitative analysts, business users, and data & technology staff to expand QRM's technical capabilities for model development, back testing, and monitoring.

Requirements:

  • Master's degree 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.
  • Proficiency in Java (preferred) or another object-oriented language, including effective application of design patterns and best coding practices.
  • DevOps experience, with a good command of CI/CD process and tools (e.g., Git, GitHub, Gradle, Jenkins, Docker, Helm, Harness).
  • Experience with cloud technology (AWS preferred), infrastructure-as-code (e.g., Terraform), managing and orchestrating containerized workloads (e.g., Kubernetes).
  • Experience with logging, profiling, monitoring, and telemetry (e.g., Splunk, OpenTelemetry).
  • Good command of database technology and query languages (SQL) and non-relational DB and other Big Data technology, including efficient storage and serialization protocols (e.g., Parquet, Avro, Protocol Buffers).
  • Experience with automated quality assurance frameworks (e.g., JUnit, TestNG, Pytest, etc.).

Bonus Points:

  • Experience with scripting languages such as Python.
  • Experience with numerical libraries and/or scientific computing.
  • Financial products: understanding of markets and financial derivatives in equities, interest rate, and commodity products.
  • Financial mathematics: derivatives pricing models, stochastic calculus, statistics, and probability theory, linear algebra.

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