Software Engineer - Risk Systems Dev / Macro

  • 51979
  • 04 Oct 2020
  • Chicago, IL
  • Manufacturing
  • $100,000 - $200,000
  • Scott Heimberg

Job Description

Software Engineer - Risk Systems Dev / Macro

Role overview

A software engineer in the Risk Technology team is responsible for delivering solutions to our Risk Management, Risk Research, and Portfolio Management teams. The solutions include, but are not limited to: factor modeling, risk/P&L attribution, VaR calculation, risk decomposition, market data processing, limits monitoring, large scale data management, data display and visualization, report automation, and API design and development. The engineer will work directly with clients to gather requirements and build technology to automate and continuously improve our risk management processes. The engineer will need to be comfortable working in a fast paced environment, be a strong communicator, and have a strong ownership mentality.

Qualification

  • 10+ years software development experience in financial services industry, preferably in asset management
  • Prior experience developing risk systems for any or all of the following asset classes: treasuries, interest rate swaps, interest rate derivatives, sovereign bonds, mortgage bonds and derivatives
  • Expertise in an object oriented programming languages such C# (preferred), C++, or Java
  • Expertise in a statistical analysis languages such as Python (preferred), R, or Matlab
  • Experience implementing financial engineering methodologies used in risk calculation and measurement
  • Large scale data and database experience
  • Self-starter who can work independently and be able to drive a project from inception through delivery
  • Bachelor’s or advanced degrees in computer science, mathematics, engineering, or closely related field required
  • Advanced degree in financial engineering or related field, a plus
  • CFA or similar certification, a plus

WHAT CANDIDATES SAY ABOUT THIS RECRUITER:
Scott was very great to work with. I always knew where I stood in the process, had great response time with him and was a great person just to talk to and bounce ideas off of. I highly recommend him and feel as if I made a great friend in the process.
Christina Keller