Role Overview
The Commodities Risk Technology team builds large scale cloud-native distributed systems to support Risk Managers, Portfolio Managers, and Senior Firm Management. The team is engaged in a multi-year effort to build commodities risk analytics systems, support business expansion through modeling of new asset classes, and contribute to the overall growth of the firm with specific focus on its commodities business.
The Commodities Risk Technology team is looking for a strong Software Engineer to design and develop technology solutions for our clients. The solutions include commodities market modeling, risk analytics, risk/P&L calculation, VaR/Stress calculation, market data processing, large scale data management, report automation, data driven investigations, etc. The engineer will work directly with clients to gather requirements and build technology to expand financial product and market coverage as well as automate and continuously improve our risk management processes. The engineer will need to be comfortable working in a fast paced and dynamic environment with multiple concurrent time-sensitive business priorities, be an effective communicator and a strong collaborator, have a strong ownership mentality with curiosity to learn new business and technology, and be self-driven.
Qualification
Required Skills
o 8+ years software development experience in financial services industry collaborating with quantitative modelers/researchers and data teams, preferably in asset management or investment bank.
o Knowledge of commodities market, financial derivatives, pricing/valuation, and risk analytics
o Experience working on very large scale, high performance, horizontally scalable, big data, distributed computing systems, solving computationally challenging problems such as market risk, counterparty risk, simulations, regulatory stress etc.
o Deep expertise in server-side Python, scalable design, data structures, concurrency, algorithm, performance tuning and distributed systems architecture.
o Expertise in data analysis using SQL, Pandas, REST API etc.
o Expertise in AWS technologies such as RedShift, EC2, S3 etc. is desirable
o Experience with Kubernetes and AWS infrastructure is desirable
o Expertise in technologies such as Kafka, Redis, Mongo DB, MS SQL etc., preferably hosted on AWS is desirable
o Self-starter who can work independently as well as within a team and be able to deliver high quality software from inception through production release that is convenient to use and easy to support
o Bachelor's or advanced degrees in computer science, engineering, or technology related field required
Good to Have Skills
o Experience working on a firmwide risk system for commodities, rates, fixed income, or credit is a plus
o Experience with US FTRs (Financial Transmission Rights) modeling, analytics, or risk management in commodities or energy markets is a plus
o Experience with commodities pricing in Beacon Platform is a plus
o Familiarity with Bloomberg and Morning Star commodities market data is a plus
o Experience using Dev/Ops tools, such as, JIRA / Git / Team City / Octopus Deploy, in Agile environment is desirable
o Familiarity with data analysis using Excel is desirable
o Expertise in other programming languages such as Rust, Java, Scala, C++ or C# is a plus
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
- Dice Id: 10125634
- Position Id: 727fc4251995a88241c230948cdd1fb5
- Posted 12 hours ago