Software Engineer – Risk Developer
We are looking for passionate and creative engineers who are eager to build innovative products and embrace new technologies. You will be part of a small, agile, and highly skilled team of technologists who are building next-generation platforms to optimize investment decisions.
We’re curious, proactive, and have a bias for action.
As a Risk Developer, you will be responsible for planning, developing, and supporting the firm’s in-house risk management systems. This is a dynamic role in which you will be collaborating with users in the front office to build flexible high-performance solutions in the cash and derivatives risk and pricing space. You will be partnering with risk managers and project managers to understand business problems and develop IT solutions to meet their needs. You also will be working hand in hand with the rest of the Technology Team on various cross-functional initiatives.
To be a contributing member of our team, you will need to have an independent mindset and enjoy working in a collaborative environment.
Our most competitive candidates will have:
5+ years of experience developing pricing or risk software at banks or asset management firms
A Bachelor’s degree in Computer Science or Engineering
As an engineer, you would need to be comfortable with the following tech stack:
C#, .NET Core, Entity Framework Core
HTML, CSS, Angular, JavaScript, TypeScript
Database concepts and SQL, preferably in SQL Server environment
Angular, React, REST services Web api’s (ideally controls within the DEVExpress/DEVEXtreme framework)
RabbitMQ messaging
Test driven development
In addition, the ideal candidate will also have experience with the following:
Risk measures for cash and derivative products including duration, convexity, delta, gamma, vega, theta, rho etc.
Financial products (equities, derivatives, fixed income, etc. and related terminology)
Curve construction, volatility surfaces, pricing, options, pnl, pnl attribution, trade lifecycle management, correlation, scenario analysis
Fincad (F3XML and Fincad’s Excel Api)
Working with market data (e.g., Bloomberg Terminal, Bloomberg APIs)
Profiling and performance tuning techniques throughout the whole stack
About Davidson Kemper
We are a global investment management firm with more than 39 years of experience and a focus on fundamental investing with a multi-strategy approach. The Firm has approximately $38 billion in assets under management and over 430 employees across six global offices.
The Firm invests globally in a variety of credit and equity strategies as well as real assets. We invest opportunistically across the capital structure and in both public and private markets. Our investment teams collaborate across strategies, asset classes and geographies. Risk management and preservation of capital are key priorities. We provide bespoke structured capital solutions across a wide range of asset types and industries.
Our people are our greatest asset. We are dedicated to upholding an inclusive culture that values diversity, fosters belonging and promotes equality of access and opportunity.
