889 Backend Java Engineer Hybrid Chicago jobs in New York,NY

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Technology Test Engineer

LMI Consulting, LLC

New York, NY 10001

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Systems Architect

Hudson Technologies

Woodcliff Lake, NJ 07677

Remote

D365CE modules including Sales, Customer Service, Field Service, and Marketing
Dual Write (mandatory)
Dataverse and Power Platform
Strong understanding of integrations with D365 Finance & Operations
Excellent stakeholder communication and leadership skills
Familiarity with DevOps, CI/CD pipelines, and release management
Knowledge of data governance and security best practices
Strategic thinker with hands-on execution ability
Strong problem-solving and troubleshooting skills
Leadership in both project delivery and support environments
Ability to operate in fast-paced, evolving business environments
Bachelor's Degree in Computer Science or related field of study
10+ years of experience in Microsoft Dynamics ecosystem
Microsoft certifications in D365CE / Power Platform
Minimum 5 full-cycle D365CE implementations
Hands-on experience with customer journey orchestration and email marketing within D365
Proven experience leading support teams and post-go-live operations
Experience with Azure services, APIs, and middleware
Experience with Customer Insights and advanced segmentation/personalization strategies
Experience in industrial, manufacturing, or environmental services sectors
Not eligible for visa sponsorship

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Manufacturing Engineer with Security Clearance

Encode

Clifton, NJ 07014

New, Posted 1 day ago

Principal Quant Developer (MLOps)

Fidelity Investments

Belleville, NJ 07109

~ 27 min OnsiteEducation AssistanceHealth InsurancePaid Time OffRetirement Benefit

A Bachelor's degree in Computer Science, Financial Engineering, Information Technology, Information Systems, Mathematics, Physics, Statistics, Engineering, or a closely related field and six (6) years of experience as a Senior Quant Developer or similar role.
Alternatively, a Master's degree (or equivalent foreign education) in the same fields, accompanied by four (4) years of experience as a Lead Quantitative Development or similar role.
This experience should include building high-quality, robust, and efficient systems and solutions for financial investment decisions, utilizing R, Python, PL/SQL databases, and quantitative techniques.
Expert in Python with experience across the development stack (full stack)
Exposure to object-oriented programming (OOP) and design patterns
Experience in at least one unit testing framework and understanding of test-driven development (TDD) concepts and methodologies
A commitment to writing clean, maintainable, and efficient code, with best practices for long-term maintainability
Skilled in a range of database technologies: SQL (Oracle & Snowflake), NoSQL, Graph
Skilled in batch and API technologies: such as batch scheduling (using Autosys and Airflow) and creating REST APIs (using FAST API and Flask)
Proven ability to construct and manage robust data pipelines and event-driven workflows
Proven expertise in system design and cloud architecture on AWS, leveraging resources including Lambda, S3, EKS, and EC2
Experience in containerization with Docker and orchestration with Kubernetes
Implement CI/CD pipelines (using Linux and Jenkins), code versioning using GitHub
Experience in Infrastructure as Code methodologies for consistent and scalable infrastructure management
Experience operationalizing machine learning models on AWS, including services such as SageMaker (training, deployment, model registry, monitoring) and Bedrock (foundation model access and fine-tuning)
Operationalizing AI/ML pipelines using modern MLOps principles, including production lifecycle management of AI models
Familiarity with experiment tracking and model versioning tools (e.g., MLflow)
Identifying and deploying applied ML solutions relevant to quantitative investing: time series forecasting, anomaly detection, NLP, and predictive analytics
Awareness of responsible AI governance practices
Demonstrated enthusiasm for contributing to all facets of our AI ecosystem, from application development to MLOps/LLMOps infrastructure, with a versatile, full-stack engineering mindset
Demonstrated knowledge of mathematics, statistics, and quantitative finance
Deep understanding of quantitative techniques and methods, statistics and econometrics including probability, linear regression and time series data analysis
Analyze and design systems to implement quantitative models for systematic financial investments using R and Python, including time series forecasting models, multi-asset class portfolio construction strategies, risk management tools, alpha research, and simulation-based algorithms
Domain knowledge in either equities, fixed income or alternative asset classes
Progress towards CFA (or equivalent) a plus