Senior Quantitative Risk Developer

Chicago, IL 60654

Posted: 04/04/2018 Category: .NET, Quant Job Number: 10252

Quantitative Analytics Group is seeking a Senior Risk Software Developer to work with and report to Director, Risk Management Systems. The position will work closely with Credit Default Swap (CDS) Risk staff in Chicago to add, maintain and support features in the global Active Risk Management System (ARMS) as well as in other desktop risk applications used by the Risk Department.


An ideal candidate for this position will be a highly motivated self-starter that works best in a fast paced collaborative environment.  Excellent communication skills, both written and oral are essential as this position interfaces with stakeholders and on-going documentation will be required.


Responsibilities and Duties
  • Maintains a focus on solving the business problem through the use of applied technologies
  • Key contributor for implementing change to technology systems for large risk management and pricing projects
  • Hands on involvement with QA test plan reviews and UAT
  • Designs and develops programs and systems. Proactively identifies potential application problem areas and suggests solutions.  Requires minimal supervision in the execution of these responsibilities
  • Evaluates software for performance (latency, throughput, SQL, heap utilization, scalability) and makes/recommends changes where appropriate
  • Plans and executes unit tests to ensure the developed code is free of functional defects
  • Collaborates with business analysts and QA analysts in the design and execution of business functional system and performance tests
  • Collaborates with systems operations in developing applicable scheduling and/or execution parameters
  • Provides critical production support, resolves production problems.
  • Leads solution design and code reviews
  • Executes assigned project tasks according to the project plan and scheduled completion dates
  • Encourages, trains and directs less experienced personnel.
  • Pursues continuing professional development by acquiring technical, application and industry knowledge
  • Reports activities to management through daily stand up meetings, formal updates, project team meeting and other reports as needed.
  • Adheres to corporate and department standards, policies and procedures.
  • Research' s and recommends technology solutions
  • Develops knowledge and/or experience in the following areas
    • Business functionality
    • High level programming languages
    • Operations, Technical Support and Production Control operating environment
    • Department standards, guidelines and procedures
  • Works with system operations personnel, database administration and systems software in the implementation of applications. Identifies root causes and develops solutions for program failures

  • Additional Attributes:
    • Works in an environment of evolving technology
    • Must maintain general and specific knowledge regarding functional activities of system technology
    • Communicates with business stakeholders, senior management and external vendors
    • Works on projects with changing priorities and potentially stressful situations



  • Five to seven years of experience with server and client side C# preferably in a front office trading environment.
  • At a minimum a Bachelor' s degree (B.S.) from a four year college or university with a major in computer science, finance or mathematics; or five to eight years related experience and/or training; or equivalent combination of education and experience.
  • Deep experience with Object Oriented Design & Programming.
  • Expert level skills in C#.
  • Knowledge of common design patterns used in financial applications.
  • Deep level of knowledge in coding complex algorithms & multithreaded programming paradigms
  • Building multithreaded GUI' s, Winforms or WPF
  • Unit/Integration testing experience.
  • Experience with Devexpress or similar.
  • Ability to work independently and handle multiple tasks simultaneously.
  • Ability to write use cases and other application development documentation
  • Ability to effectively present information and respond to questions from technical staff both internal and external to the company


Nice to Haves
  • Any Oracle experience will be a plus.
  • Any experience with Windows Communication Foundation and service oriented architectures will be a plus.


Primary Technologies
  • C#
  • DevExpress
  • SQL
  • Windows Communication Foundation
  • .Net Framework

Other Technologies
  • Visual Studio 2015
  • Source Code Management (Perforce)
  • Resharper
  • Oracle

Kelly Hallgren

Send an email reminder to:

Share This Job:

Related Jobs:

Login to save this search and get notified of similar positions.