Senior Python Engineer – Risk Platforms

We are seeking a highly skilled Python Engineer to build and support scalable risk analytics platforms within a capital markets environment. This role focuses on developing backend systems that power high-performance risk calculations, regulatory reporting and analytics workflows across asset classes.

The ideal candidate will have strong experience in Python-based distributed systems, exposure to risk frameworks (VaR, CCR) and hands-on involvement in production-grade risk platforms.

Key Responsibilities

Design, develop and enhance Python-based backend systems for risk analytics and reporting

Build and optimize high-performance risk calculation engines supporting VaR, CCR and PnL workflows

Develop scalable and distributed solutions for handling large volumes of financial and risk data

Contribute to system architecture, performance tuning and scalability improvements

Collaborate with front-office, risk and analytics teams to translate business requirements into technical solutions

Support production systems (L3), including debugging, performance optimization and stability improvements

Participate in code reviews, testing and release processes ensuring high code quality

Contribute to greenfield platform components in an agile development environment

Must-Have Skills

Strong experience in Core Python development (backend/system-level focus)

Proven experience building scalable, high-performance applications

Experience with risk analytics platforms, including:

Value-at-Risk (VaR) including sensitivity based and full revaluation frameworks

Counterparty Credit Risk (CCR)

Regulatory reporting frameworks

Strong understanding of distributed or parallel computing (grid computing, multi-threading, or similar)

Experience with large-scale data processing and performance optimization

Strong knowledge of data structures, algorithms and system design principles

Working knowledge of Unix/Linux environments

Domain Experience (Critical)

Experience working within Capital Markets / Investment Banking environments

Exposure to enterprise-grade risk and analytics platforms, such as:

Quartz (QZ), SecDB, Athena, Kanon, Beacon, or similar systems

Strong understanding of:

Risk and pricing workflows

Trade lifecycle and PnL calculations

Regulatory and reporting requirements

Market risk frameworks including Full Revaluation

Experience interacting with front-office, risk and analytics stakeholders

Good-to-Have

Exposure to C++ or performance-critical systems

Experience with distributed/grid computing frameworks

Familiarity with pricing models or quantitative analytics workflows

Experience working in global banking environments

Understanding of FICC or Equities products

8 to 14 years