Senior Risk Engineer

Responsibilities

• Architect, build, and own production-grade components of the Risk Technology platform.
• Develop cross-asset risk capabilities covering Greeks, sensitivities, stress scenarios, VaR, P&L vectors and attribution, limits, factor analytics, margin, liquidity, and exposure aggregation.
• Partner with Portfolio Managers, Risk Managers, and Quant Research on derivatives, risk, pricing, and portfolio challenges from problem definition through production.
• Build APIs, data pipelines, and interactive decision tools for trade, POD, strategy, and fund-level analysis.
• Translate pricing and risk methodologies into scalable, explainable services with model assumptions, calibration, validation, and controls.
• Develop Risk Intelligence tools incorporating research, risk analytics, and AI to support scenario analysis, exposure analysis, P&L diagnosis, and validated natural-language analytics.
• Engineer and operate resilient risk services integrating positions, market data, reference data, and internal or third-party analytics.
• Contribute to the Risk Technology roadmap, architecture and code reviews, engineering standards, testing, data lineage, operational support, and knowledge sharing.

Requirements

• 7+ years of relevant experience in software engineering, quantitative development, or risk technology within a hedge fund, asset manager, investment bank, or comparable capital-markets environment.
• Meaningful exposure to front-office or market-risk systems and a record of personally building and supporting production-grade risk, pricing, or trading systems.
• Advanced Python, Java, and SQL skills, plus strong proficiency in at least one comparable language.
• Practical experience with APIs, distributed or event-driven architectures, databases, data pipelines, and large-scale processing.
• Strong understanding of derivatives and cross-asset risk analytics, including option pricing, Greeks, scenario analysis, and VaR.
• Strong architecture and engineering judgment focused on maintainability, testability, performance, controls, and operational resilience.
• Ability to assess model outputs, challenge assumptions, and trace discrepancies across data, calibration, methodology, and implementation.
• Experience integrating internal and third-party pricing and risk libraries across asset classes, with attention to data lineage, reconciliation, consistency, and controls.
• Clear communication, technical leadership through ownership and delivery, and effective collaboration with technical and non-technical stakeholders.
• Preferred experience applying machine learning, large language models, agentic tools, or AI-assisted development in controlled production environments.
• Preferred experience with cloud infrastructure, containers, CI/CD, streaming, data lineage, and observability.
• Preferred deep product and risk knowledge in at least one asset class and broad understanding of equities, fixed income, credit, commodities, and FX.

Benefits

• Training and development opportunities.
• Physical, mental, and financial wellness resources.
• Time-off, retirement, and commuter benefits.
• Gym reimbursement and other discounts.
• Annual incentive plan eligibility in addition to base compensation.