Software Engineer - Risk
Chicago, IL 60606
Software Engineer – Risk
Our Client is a technology-driven, diversified principal trading firm.
With nearly 900 employees at our Chicago headquarters and offices around the world, we work together to solve complex problems, challenge consensus and deliver meaningful results.
The Risk Management team acts as an independent check on our trading desks. Each risk manager is responsible for working with a set of trading desks to parameterize their specific risks in terms of VaR, DV01, factor models, and option sensitivities. Within Risk Management, the Risk Development and Operations team is responsible for building and supporting the applications to measure and monitor risk in accordance to specified parameters. Consequently, the RDO team has operational responsibility for implementing and automating controls to administer and govern trading desks’ adherence to risk parameters.
We are looking for an outstanding Software Engineer with diverse skills to join our Risk Development and Operations team. The RDO team is uniquely positioned to collaborate closely with end users, introduce novel solutions to challenging problems, and nurture professional growth. Engineers on our team are supported with resources and the flexibility to be their most productive. While previous experience working the in the trading/finance industry is beneficial, we' re looking for talented software engineers, not specific industry experience.
· Hands-on development, design, and testing of proprietary applications
· 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
· 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
· More than one of the following languages: Elixir, Elm, Erlang, Haskell, Scala, Julia, Clojure
· 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 frameworks such as React, Ember, and Angular 2
· 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 detai