Software Engineer - Equity RIsk
Chicago, IL

Job Description

The Job Details are as follows:

Role overview

A software engineer in the Risk Technology team is responsible for delivering solutions to our Risk Management and Risk Research teams. The solutions include, but are not limited to: factor modeling, risk/P&L attribution, risk decomposition, market data processing, limits monitoring, large scale data management, data display and visualization, report automation, and API design and development.

The candidate will work with the quantitative researchers and risk managers to gather requirements and build solutions for the purposes of improving risk management and risk research business processes. The candidate will need to be comfortable working in a fast paced environment and will be able to leverage their experience to build the best in class solutions. This person will need to be a very strong communicator, able to multi-task and have a strong ownership mentality.

Responsibilities

* Build the next generation systems to support risk management and risk research
* Collaborate with teams across the firm to integrate and display new analytics
* Work directly with researchers and analysts to gather requirements, iteratively build solutions, and provide support
* Take ownership of systems and processes and be a subject matter expert

Qualification

* 10+ years software development experience in financial services industry
* 5+ years risk systems development experience
* Python and/or C# knowledge (expert level)
* Large scale data and database experience
* Experience building systems in any of the following areas: equity factor models, equity risk research, risk analytics, P&L attribution, quantitative research, stress testing
* Software architecture expertise with ability to build end to end solutions
* Self-starter who can work independently
* Degree(s) in computer science, mathematics, engineering, or closely related field