Chicago location, hybrid on site/off site.
Maintain and service the Model Validation Group Servers.
Design and maintain systems for the manipulation and visualizations of data to support model backtesting.
Design, implement, and maintain data storage and retrieval methods for high-volume financial data.
Software design: effective application of design patterns, expertise in object-oriented design
Create documentation for new code and test cases.
Manage GIT repositories for the model validation group.
Implement and manage model change impact tests and model stress tests.
Recreate production analysis in various test environments SKILLS, EDUCATION AND EXPERIENCE REQUIRED:
Master s degree preferred in Computer Science/ Software Engineering/Sciences.
Academic and/or working experience in numerical algorithms, statistical techniques, data manipulations.
Scientific programming and mathematical background
Need 3 years production-level programming background Language preferred; C#, Net,
And/or 1 of these; JavaScript SQL, IntelliJ/Eclipse (or SpringSource); R language, Java.
Must be able to show proficiency in technical or scientific writing
Must be able display evidence of proficiency in clean code software development, applied to develop risk management solutions
Must have excellent verbal and written communication skills
Knowledge and experience w/financial data, large financial data sets.
ASP.NET CORE front-end client-side development
ASP.NET CORE server-side development
Strong SQL skills for retrieving large scale data set with high performance from SQL Server.
Experience working with .NET 8