Sr. Market Risk Developer

New York City



  • Work on the build-out of new functionality for FRTB / IMA.
  • Work closely with Methodology quants, and to work with developers and BAs across the 3 main offices.
  • Analyze requirements, propose designs (for example for new services), circulate them for feedback, break the design down into tasks and execute them.




  • Java – core language (Java 8+), multi-threading, performance optimization.
  • Python (experience w/ pandas, numpy).
  • Market Risk – general concepts.
  • Experience of working either with Methodology/Quants or on pricing/risk models.
  • Market Risk – VaR methodology, P&L Explains/Predict, FRTB, SBA, IMA.
  • Distributed, service-oriented architectures.
  • Hadoop, Dremio and the related ecosystem.
  • ActivePivot, GemFire or similar in-memory cache/aggregation technologies.
  • AWS Technologies






Note: Qualified candidates will be contacted within 2 business days of application. If an applicant does not meet the above criteria, we will keep your resume on file for future opportunities and may contact you for further discussion.

Date Posted 1/21/2021
Salary $175,000 - $200,000 + bonus

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