Senior Python Developer – Market Risk
Salary: $90k-$100k + bonus
Location: Chicago, IL
Hybrid: 3 days onsite, 2 days remote
*We are unable to provide sponsorship for this role*
Qualifications
- Bachelor’s Degree in Finance or related.
- Proficient understanding of statistical concepts, derivatives pricing, securities markets and options trading strategies.
- 2+ years of experience in capital markets, back-office operations, or risk management
- 2+ years of Python Development
- Experience with Pandas, NumPy and version control systems (e.g. Git)
- SQL experience including knowledge of subqueries, CTEs, windows functions, partitions, advanced join commands, and using grouping and aggregate functions.
- Experience with Bloomberg API preferred.
Responsibilities
- Analyze market risk exposures for products and accounts including equities, futures, index and equity options, options on futures and government securities.
- Develop tools and reports using large data sets to assist with financial risk analysis and reporting.
- Conduct ad-hoc data analysis for senior management during critical market events.
- Monitor current financial market conditions including corporate earnings and key economic announcements
- Monitor clearing members’ trading positions and collateral for sensitivities to various risk factors using market risk methodologies including Monte Carlo and Stress Testing.
- Assist the Market Risk Team by proposing, developing and specifying requirements for a best-in-class intraday market risk system along with a suite of proprietary technological tools.
