Quantitative Software Engineer - Risk

Chicago, IL

Post Date: 12/11/2017 Job ID: 9786 Category: Data

Our Client  is a principal trading firm, which means no outside investors or third party funds rather they trade for their own account in markets around the world.

Their trading is diverse— across asset classes and instruments, using our own models and systems— and it’ s this diversification that sets us apart.  They were founded in 1992 by bringing together technology, research, and risk management to capture trading and investment opportunities and we still take that approach today. They’ ve grown to more than 750 exceptional people in six cities around the world, we have the spirit of a start-up and a constant focus on results.

Our Client looking for an outstanding Quantitative Software Engineer  with diverse skills to join our Risk Development and Operations team. The Risk team is responsible for developing tools to manage position, market, and derived data to calculate risk measures such as option greeks, VaR, and PnL across broad time and modal domains.  While previous experience working the in the trading/finance industry is beneficial, we' re looking for talented software engineers, not specific industry experience. 

 

 

Responsibilities:
  • Hands-on development, design, and testing of proprietary applications
  • Work on a small team as a self-starter
  • Test at the unit, functional, and integration level
  • Working on legacy code as well as green field development
  • Provide on-call support as needed
  • Collaborate with various software, IT, and trading support teams
  • Code in multiple languages and across multiple platforms

Qualifications:
  • Capable of collaborating on ETL processes and consuming their results in batch and real-time
  • Professional experience with distributed systems
  • Proficient in distributed version control systems
  • Practiced in imperative, object oriented, and functional languages

 

Familiarity with:
  • More than one of the following languages: Elixir, Elm, Erlang, Haskell, Scala, Julia, Clojure
  • More than one of the following languages: Ruby, JavaScript, Python
  • At least of one of the following languages: C, C++, C#
  • PostgreSQL, the database and the query language
  • Data structures and design/analysis of algorithms
  • Analysis of concurrency and parallelism for speed/space performance tradeoffs
  • Exchange traded financial assets, statistics, or financial engineering
  • Front-end behavior organization frameworks such as React, Ember, and Angular 2

Personal traits:
  • Strong initiative and a proven track record of independently driving projects to completion
  • Takes an active interest in software craftsmanship with a desire to learn and explore programming  languages that are new to them
  • Excellent problem-solving and debugging skills
  • Strong attention to detail

 
Risk, VAR, Greeks, Ruby, Javascript, Python,

Evan Pollock


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