Quantitative Software Engineer, Market Risk Initiatives

About the role

Develop, test, and support production-grade quantitative software and market-risk analytics for FRTB IMA, enhancing existing Rates and Credit capabilities and building strategic infrastructure focused on Equity. Collaborate with Quant, Market Risk, Front Office, and Engineering teams to translate methodologies and regulatory requirements into reliable solutions, validate calculations, investigate discrepancies, and integrate legacy and strategic platforms. Requires at least 6 years of hands-on quantitative software engineering, quantitative development, market-risk technology, or related production engineering experience, with strong expertise in either Python or Java. Candidates should have experience delivering production financial analytics or risk systems, practical Capital Markets or Market Risk exposure, strong numerical and analytical skills, and the ability to turn quantitative requirements into tested software.