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Software Engineering - Quantitative Risk Automation Modelers

Keys are: Python, Java, Terraform, DevOps, Containerization and financial industry experience.

Looking for hard core developers who want to work within quantitative risk management and develop applications and solutions for the QRM team. They do not build models, they automate models. They need to come from an industry company (financial institute, trading company, exchange, etc.). Develop hardcore applications. Need to have CICD pipelines, IaC, Kubernetes, Terraform

This role is responsible for one or more functions within Quantitative Risk Management (QRM) who develops and maintains risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing.

Qualifications:

• 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.
• 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.
• 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
• 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).
• Experience with Scripting languages such as Python
• Master's 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