Senior Software Engineer (Trading Risk Technology)

Selby Jennings; Chicago (IL); On-site; USD 140,000 - 210,000; Full time

Job summary

Selby Jennings is seeking a Senior Software Engineer to join its Unified Platform team in Chicago, focused on building and supporting real-time analytics systems for more than 30 trading desks.

The ideal candidate will have a strong background in risk analytics and experience in a trading or quantitative finance environment, collaborating with Quantitative Research teams to develop risk, pricing, and trading analytics.

Qualifications

• Strong experience in Risk Analytics.
• Background in Applied Mathematics, Engineering, Computer Science, or a related field.
• Experience working in a trading or quantitative finance environment.
• Proficient in Object Oriented Programming.
• 5-15+ years of experience in a relevant role.
• Excellent communication skills and the ability to work directly with quants and traders.

Responsibilities

• Partner closely with Quantitative Research teams and key stakeholders to design and implement complex financial and mathematical models
• Build robust, scalable, and low-latency analytics systems supporting real-time risk and trading workflows
• Develop tools for risk management, pricing, and portfolio analytics used across multiple trading desks
• Collaborate cross-functionally with trading, technology, and business teams
• Contribute to system architecture, performance optimization, and production stability

Skills

Risk Analytics

Applied Mathematics

Engineering

Computer Science

Object Oriented Programming

5-15+ years experience

Job description

A leading proprietary trading firm headquartered in Chicago is seeking a Senior Software Engineer to join its Unified Platform team, focused on building and supporting real-time analytics systems. This team currently supports more than 30 trading desks, with continued growth driving the need for an additional experienced engineer.

The group works closely with Quantitative Research teams to develop risk, pricing, and trading analytics that are critical to firm-wide decision-making. The ideal candidate will have a strong background building out risk analytics systems as well as risk modeling.

What You Will Do:

• Partner closely with Quantitative Research teams and key stakeholders to design and implement complex financial and mathematical models
• Build robust, scalable, and low-latency analytics systems supporting real-time risk and trading workflows
• Develop tools for risk management, pricing, and portfolio analytics used across multiple trading desks
• Collaborate cross-functionally with trading, technology, and business teams
• Contribute to system architecture, performance optimization, and production stability

Qualifications:

• Strong experience in Risk Analytics
• Background in Applied Mathematics, Engineering, Computer Science, or a related field
• Experience working in a trading or quantitative finance environment
• Proficient in Object Oriented Programming
• 5-15+ years of experience in a relevant role
• Excellent communication skills and the ability to work directly with quants and traders