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Principal Quantitative Risk Modeling Developer

Request Technology - Craig Johnson

Posted on May 25, 2023 by Request Technology - Craig Johnson

Chicago, IL 60601
Immediate Start
Annual Salary

*We are unable to sponsor for this permanent Full time role*

*Position is bonus eligible*

Prestigious Financial Company is currently seeking a Principal Quantitative Risk Modeling Developer. Candidate will provide support for the review and signoff of test plans and test results. This will include creating independent implementation of the financial risk models. Candidate should be able to solve problems creatively, communicate effectively, and proactively, engage in technical decision making to achieve these objectives. This individual will be a team player who can easily work well with business, technical and non-technical professionals, in an Agile environment.


Review and signoff of test plans and results for Risk Pillar of OCC's Renaissance Initiative.
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 OCC's 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.
Must be a self-starter, independent and comfortable with a fast paced, dynamic environment.
A team player who assists the team as required to achieve collective goals & delivery milestones including knowledge-share.
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 and solutions.
Embrace industry best practices like continuous integration, continuous deployment, automated testing, TDD etc.
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.


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.

BS degree in Computer Science, or similar technical field required. Masters preferred

Reference: 2563286174


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Principal Quantitative Risk Modeling Developer in Chicago, IL, Full-Time

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