Job Purpose
You must be results-oriented, self-motivated and have the ability to thrive in a fast-paced environment. This role requires frequent interaction with project managers, developers, product managers, and risk management/quantitative analysts in order to ensure that we deliver a quality clearing house risk platform to our users. Analytical skills and the ability to understand and test quantitative risk assessment/margin calculation models are crucial for the role.
Responsibilities
- Develop reference implementations for testing platform applications, based on technical business requirements
- Review technical requirements with quantitative models terminology to produce test strategies, test scenarios, and test cases
- Implement, maintain, and troubleshoot test harnesses, including implementations for various quantitative models
- Define test scenarios and develop/maintain automated test cases
- Create test plans, defining test scope, resources, dependencies, risks, and the overall strategy for testing complex software systems
- Perform all aspects of verification, including functional, regression, system, and integration testing for applications designed using multi-tiered-based architecture
- Deploy application builds and maintain test environments
- Perform troubleshooting of software / hardware configuration problems
- Demonstrate a passion for finding software bugs in complex algorithms
Knowledge and Experience
- M.S. or higher in a Financial Engineering, Mathematics, or Computer Science related discipline
- Experience with modeling/statistical analysis tools such as Python, R, or MATLAB
- Ability to implement quantitative algorithms and develop automated tests using a scripting/programming language
- Ability to write and execute customized SQL queries against Oracle DB
- Ability to understand use Python code and spreadsheets containing mathematical formulas
- Understanding of derivatives markets and options/asset pricing models a plus
- Must be comfortable with working across systems in a high tech software development environment
- Progress toward CFA, FRM, or similar credentials a plus
- Work experience with commodity markets, financial trading environment, or equity brokerage business and exposure to futures markets is a plus
- Must have excellent communication skills
