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Associate Principal, Software Programming Quantitative Risk Management Area

Associate Principal, Software Engineering Automating Risk Models

Chicago - On site 3 days a week

Salary - $185 - $195K + Bonus

Looking for a hard core developer who works within the quantitative risk management and cab develop applications and solutions for the QRM team.

You will not build models, you will automate models

You will need to come from a financial institute, trading company, exchange, etc.

Develop hardcore applications

You will need to have CICD pipelines, Infrastructure as a Code, Kubernetes, Terraform, etc.

Preferably having Java, Python, C++

• Configure and manage resources in the local and AWS cloud environments and deploy QRMs software on these resources.
• Develop CI/CD pipelines.
• Contribute to development of QRMs databases and ETLs.
• Integrate model prototypes, model library and model testing tools using best industry practices and innovations.
• Create unit and integration tests; build and enhance test automation tools.
• Participate in code reviews and demo accomplishments.
• Write technical documentation and user manuals.

Provide production support and perform troubleshooting.

• Strong programming skills. Able to read and/or write code using a programming language (eg, Java, C++, Python, etc.) in a collaborative software development setting: The role requires advanced coding, database and environment manipulation skills.
• cloud environment.
• Financial products knowledge is a plus: understanding of markets and financial derivatives in equities, interest rate, and commodity products.
• Background in Financial mathematics is a plus: derivatives pricing models, stochastic calculus, statistics and probability theory, linear algebra.

Technical Skills:

• Proficiency in Java (preferred) or another object-oriented language is required, including effective application of design patterns and best coding practices.
• DevOps experience, with a good command of CI/CD process and tools (eg, Git, GitHub, Gradle, Jenkins, Docker, Helm, Harness).
• Experience in containerized deployment in cloud environments.
• Experienced with cloud technology (AWS preferred), infrastructure-as-code (eg Terraform), managing and orchestrating containerized workloads (eg Kubernetes).

Education and/or Experience:

• Masters degree or equivalent in a computational or numerical field such as computer science, information systems, mathematics, physics
• 7+ years of experience as a software developer with exposure to the cloud or high-performance computing areas