Quantitative Model Developer

Salary: Open + Bonus

Location: Hybrid role in Chicago, IL

*This role is unable to provide sponsorship*

*Must be available for on-site interviews*

Qualifications

• Bachelor’s degree required; masters preferred.
• 7+ years .NET and C# development experience
• 5+ years of JavaScript experience, including React and typescript.
• 2+ years working in AWS cloud.
• 2+ years Java development, 3+ years developing quantitative financial models.
• Experience as architect for both Front End and Back End solutions.
• Experience with RESTful APIs
• Experience following Git workflows.
• Working knowledge of DevOps tools. eg, Terraform, Ansible, Jenkins, Kubernetes, Helm, and CI/CD pipeline etc.

Responsibilities

• Review and signoff of test plans and results for Risk Pillar of company Renaissance Initiative.
• Maintenance of MRM’s custom Risk Systems Control Tool. This includes the development and delivery of business features in the application’s Front End, middle layer, and Back End.
• Deployment for MVG’s Risk System Control Tool in an AWS environment to facilitate MRM’s Renaissance testing activities. Inclusive of integration with AWS data sources.
• Development of quantitative financial models into MRM’s modelling infrastructure with focus on computational performance.
• Will write unit and integration tests, based on chosen DevOps frameworks.
• Maintain the MRM IT infrastructure, such as the collection of Servers, data bases, and management of share drives.

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