Senior Python Developer – Market Risk (Front Office / FRTB)
We are seeking a Senior Python Developer to join our Front Office technology team supporting Market Risk and regulatory initiatives, including FRTB (Fundamental Review of the Trading Book). The role involves designing and delivering high-performance risk analytics, integrating trading data, and building scalable Python solutions used directly by traders, quants, and risk managers.
Key Responsibilities
* Develop and maintain Python-based applications supporting Front Office market risk analytics and reporting.
* Build scalable solutions for FRTB calculations, risk aggregation, and regulatory reporting.
* Work closely with traders, quants, and risk teams to translate business requirements into robust technical solutions.
* Integrate trading, pricing, and market data into risk systems and analytics platforms.
* Optimize performance for large-scale risk calculations and data processing.
* Contribute to system architecture, code quality, and best practices across the development team.
Required Skills & Experience
* Strong Python development experience in a financial services environment.
* Solid understanding of Market Risk concepts (VaR, sensitivities, stress testing).
* Hands-on experience with FRTB frameworks and calculations.
* Experience working with Front Office trading systems and stakeholders.
* Strong knowledge of data processing, numerical libraries (e.g., NumPy, Pandas), and performance optimization.
* Experience with distributed systems, APIs, and large financial datasets.