Principal, Quantitative Risk Management

Principal, Quantitative Risk Management

Salary: $200k-$240k + 25% bonus

Location: Hybrid role in Chicago, IL

*Open to H1B sponsorship*

Qualifications

7+ years .NET and C# development experience
5+ years of JavaScript experience, including React and typescript.
2+ years working in Cloud environment.
2+ years Java development, 3+ years developing quantitative financial models.
Experience as architect for both Front End and Back End solutions.
Experience with RESTful APIs
Experience following Git workflows
Working knowledge of DevOps tools. eg, Terraform, Ansible, Jenkins, Kubernetes, Helm and CI/CD pipeline etc.
Familiarity with monitoring related tools and frameworks like Splunk, ElasticSearch, Prometheus, AppDynamics
Experience with financial data.

Responsibilities

• Maintenance of MRM's custom Risk Systems Control Tool. This includes the development and delivery of business features in the application's Front End, middle layer, and Back End.
• Deployment for MVG's Risk System Control Tool in an AWS environment to facilitate MRM's Renaissance testing activities. Inclusive of integration with AWS data sources.
• Development of quantitative financial models into MRM's modelling infrastructure with focus on computational performance.
  Participates in code reviews, proactively identifying and mitigating potential issues and defects while assisting with continuous improvement; Emphasis on clean coding standards
• Actively participates in creation and review of both business and technical user stories, providing constructive feedback and input on both work effort estimation as well as architecture/design improvements
• Participate in innovative design, proof of concept(s) with emerging technologies
• Will write unit and integration tests based on chosen DevOps frameworks.
• Maintain the MRM IT infrastructure, such as the collection of Servers, data bases, and management of share drives.