Lead Quantitative Risk Management - Python Engineer

NO SPONSORSHIP OR OPTLead Quantitative Risk Management - Python Software Engineering SALARY: $180k - $190k plus 15% bonusLOCATION: CHICAGO, ILHybrid 3 days onsite and 2 days remoteStrong Python software development within QRM operations. Python for prototyping, test automation, numerical libraries. Junit test NG Pytest SQL Java C++ API. Good understanding of markets financial derivatives equities interest rates commodity products true development python java within infrastructure AWS Cloud CICD Terraform Containers Docker Big Data Hadoop Spark Summary This role is responsible for one or more functions within Quantitative Risk Management (QRM) who develops and maintains risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing.This role will collaborate with other quantitative analysts, business users, data & technology staff, and model validation colleagues to implement new models and enhance existing models.Qualifications:Strong quantitative skills, (not a quant developer tho)Financial mathematics (derivatives pricing models, stochastic calculus, statistics and probability theory, advanced linear algebra)Numerical methods and optimization; Monte Carlo simulation and finite difference techniques Risk management methods Good understanding of markets and financial derivatives in equities, interest rates, and commodity products.Proficiency in Python for prototyping and test automation.Experience with numerical libraries and/or scientific computing.Experience with automated quality assurance frameworks (e.g., Junit, TestNG, Pytest, etc.) for model testing.Experience in relational database technology and SQL query language.Education and/or Experience:Master’s degree or PhD 6+ years of experience in quantitative areas in finance and/or development experience in model implementation and testing.