Key Responsibilities:
- Collaborate in the development and productionization of risk models, improving the overall performance and functionality of the risk and scenario engines.
- Enhance and optimize research tools and models such as backtesting, option pricing, and volatility fitting.
- Develop and maintain APIs for internal and external customers, delivering customized analytics and improving system integration.
- Write robust, maintainable Python code for large-scale production systems.
- Ensure high-quality software development, driving efficiency and system optimization.
- Work closely with cross-functional teams to deliver on-time and impactful software solutions.
Key Qualifications:
- BS degree or above in Computer Science, Mathematics, or a related field.
- At least 5+ years of experience in software development, with a focus on financial systems and risk modeling.
- Proven experience in building and scaling large systems.
- Expertise in Python and related technologies, with a track record of writing production-grade code.
- Experience with backtesting, option pricing, volatility fitting, and scenario/risk engine development.
- Strong problem-solving skills with attention to detail and the ability to work in a collaborative team environment.
- Excellent communication skills and the ability to translate complex technical concepts to non-technical stakeholders.
