Senior Software Engineer to Market & Counterparty Risk | SEB, Solna
Core
Build and run calculation engines and surrounding systems for market risk and counterparty credit risk, including value-at-risk calculations and Monte Carlo simulations.
Role type
Senior IC software engineer (risk analytics & data engineering)
Builds
Production risk calculation engines, data pipelines, and backend services for market and counterparty risk
Domain
Financial services / Risk management
Deliverable
production ML models | product features
Required skills
C#, Python, Apache Airflow, backend services, APIs, data pipelines, Monte Carlo simulations, value-at-risk calculations
Responsibilities
Improve calculation flows, validation, and reliability; build and improve data pipelines for market and trade data; build backend services, APIs, and integration components