Senior Software Engineer
Core
Design, optimize, and lead the evolution of the bank's Market Risk calculation and reporting platform, supporting Historical Simulation VaR, Stressed VaR, intraday risk, and regulatory reporting.
Role type
Senior Software Engineer (Market Risk & Quantitative Analytics)
Builds
Large-scale cloud-native risk data platforms and production risk engines
Domain
Financial Services / Market Risk / Quantitative Analytics
Deliverable
production ML models
Required skills
Historical Simulation VaR, Stressed VaR (sVaR), SQL Server, Azure SQL Hyperscale, Murex, Summit, regulatory transition (IBOR/RFR, FDSF), cloud migration, performance tuning, ETL architecture
Preferred skills
None stated
Technologies
SQL Server, Azure SQL Hyperscale, Murex, Summit
Responsibilities
Lead design and optimization of Market Risk calculation platform; Architect cloud-native risk data platforms; Partner with Quant and Trading teams to translate requirements; Provide technical leadership for platform modernization; Guide agile delivery teams for business-critical risk programs
Seniority
Senior, hands-on IC with delivery leadership
