The job is focused on continuously advancing its technology platform to maintain and expand its competitive advantage. Central Risk is a key initiative for the firm to build a unified risk platform across businesses and asset classes, enabling greater flexibility for risk takers and creating a more efficient development pipeline for engineers with common components.
Risk across asset classes is very nuanced and requires engineers with a unique quantitative skillset and familiarity with financial markets. Further, computational efficiency at scale is of utmost importance to provide complex metrics in real-time. The risk components we are tasked with building are essential for the firm’s risk takers to effectively do their job and maintain our firm’s competitive edge.
Roles and Responsibilities
Build central libraries for the risk platform to be used across the fund, these include: Markets, Task distribution, Portfolios, Instrumentation, Stability, and Performance. Use creative problem solving to build scalable, robust systems that work seamlessly across all asset classes. Work in a team environment that closely integrates trading, quantitative research, and technology. Design and develop a world-class next-generation risk analytics platform. Work on large-scale financial data problems, in a fast-paced, entrepreneurial, and highly collaborative team. Evaluate and select technology solutions that will directly impact Traders, Portfolio Managers, and Leadership.
Qualifications
Expertise in engineering platform solutions using C++ and Python on systems of considerable scale and complexity. Strong computer science fundamentals and deep software development experience in C++ and Python. Exposure to real-time financial data management and analytics systems. Demonstrated ability to collaborate effectively with quantitative researchers or traders to understand their needs and design and engineer scalable, robust solutions.