Quantitative Risk Engineer – Algorithmics (Ciudad de México, Miguel Hidalgo)
Core
Transform end-to-end critical Market Risk and Financial Markets systems, migrating legacy platforms to modern solutions.
Role type
Senior IC quantitative risk engineer (algorithmics)
Builds
End-to-end transformation of critical risk platforms for Market Risk, Financial Markets, and Treasury
Domain
Financial services / Quantitative risk / Algorithmics
Deliverable
production ML models | product features
Required skills
Java, SQL/Oracle, XML/FpML, system integration, Linux/Unix, API design, batch processing, functional analysis, technical analysis, testing/debugging
Preferred skills
Experience with IBM Algorithmics or similar platforms (Murex, Calypso), legacy platform migration/transformation
Technologies
Java, SQL, Oracle, XML, FpML, Linux, Git, CI/CD
Responsibilities
Analyze functional and technical aspects of Algorithmics to identify functionalities, processes, data, and integrations for migration; Develop and adapt technological solutions for Market Risk and Treasury; Coordinate system integration via APIs, messaging, and batch processing; Work with operations, positions, market data, valuation, and risk metrics; Execute functional, integration, regression, and UAT tests
Seniority
Senior, hands-on IC