Design and develop valuation, risk and reconciliation functionality across Rates, FX, Credit, Munis, Treasuries, and Agencies
Support pricing, sensitivities, full revaluation, P&L attribution, and capital use cases on a shared platform
Integrate quantitative models into production-grade Java services
Build and enhance Vasara risk and valuation services, including evaluators, result services, and data distribution layers
Develop distributed, stateful computation using Apache Ignite or similar in-memory / distributed data technologies
Ensure scalability for millions of positions and events across asset classes
Develop and maintain according to EOD batch frameworks for valuation, risk, and P&L generation
Partner closely with Finance on: Clean and comprehensive P&L, P&L Attribution and Explain, Valuation Control and Finance sign-off
Work with Market Risk and Capital teams to ensure consistency across valuation, risk, and reporting outputs
Support critical production components
Collaborate with infrastructure teams on design, BCP, and capacity planning

2+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Strong Python, Java, C++ (concurrency, memory management, performance optimization)
Experience working on systems end-to-end, from design through production support across projects involving Quants, Risk, and Finance
Experience with Rates, FX, Credit, Treasuries, Agencies, or Munis businesses and products
Experience with large-scale EOD batch systems
Experience developing or supporting valuation and/or risk platforms in Capital Markets and related reconciliations and controls
Familiarity with pricing models, sensitivities, curve-based valuation, and full revaluation workflows
Ability to translate quant and Finance requirements into executable code
Strong debugging skills in multi-node, distributed production environments
Knowledge of Ignite SQL, indexing, and query optimization
Experience with P&L Attribution, Clean P&L, or valuation control frameworks
Exposure to event-driven architectures

Assistant Vice President, Front Office Risk Engine Quantitative Developer

Key skills