Vacancy expired!
Principal, Quantitative Risk Management SALARY: $250K PLUS 25%LOCATION: CHICAGOHybrid 3 days onsite, 2 days remote open to H1b transfer Looking for a candidate with 7 years C# .Net, AWS ND Quant Financial models experienceC# technical coding skills at a hands on, Architect and occasionally, manager level (no direct reports)Develop Custom Applications servers.
- This is an IT person with Finserve skills
- Still discussing but will have to create once decided as to practical usage.
- 7+ years .NET and C# development experience• 5+ years of JavaScript experience, including React and typescript.
- 2+ years working in Cloud environment.
- 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.
- Experience with financial data.
- BS degree in Computer Science, or similar technical field required. Masters preferred.