SENIOR MANAGER QUANTITATIVE RISK DEVELOPER

United States Digital Space LLC; Greater London; On-site; GBP 110,000 - 150,000; Full time

Job summary

United States Digital Space LLC seeks an experienced risk software engineer to design and implement advanced technology for market and counterparty risk. You will translate quantitative methodologies into scalable software within cloud-based risk infrastructure and production environments.

The role requires strong Python, Java or C++ skills, solid database knowledge, and Docker in cloud environments, with collaboration across global teams to enhance risk management capabilities.

Qualifications

• 8+ years of experience in financial risk and quantitative software
• Degree in Mathematics, Physics, Engineering, Computer Science or related field
• Strong Python programming skills and database knowledge
• Experience with Java/C++/C# and Docker in cloud environments

Responsibilities

• Design and implement technology solutions for market and counterparty risk.
• Translate quantitative methodologies into production-ready software.
• Collaborate with global teams to enhance risk management capabilities.

Skills

Python

Java

C++

C#

Docker

Cloud environments

Database technologies

Quantitative finance

Market risk

Counterparty risk

Analytical thinking

Team collaboration

Education

Bachelor's or Master’s degree in a quantitative or technical field

Tools

Docker

MongoDB

Databases

Job description

Overview

Excited to grow your career?

The company is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

The GMRU COE team is a multidisciplinary team composed of Data Science, Quantitative, and Software Development professionals. The team develops methodologies and technology solutions for the measurement and monitoring of market risk and counterparty risk.

About the job

The role is focused on designing and implementing advanced technology solutions for market risk and counterparty risk. The successful candidate will contribute to the evolution of the Global Stress Platform and cloud-based risk infrastructure, translating quantitative methodologies into scalable and maintainable software solutions. The position involves solving complex methodological and technical challenges, integrating risk models into production environments, optimizing system performance, and collaborating with global teams to enhance the bank\'s risk management capabilities.

Responsibilities

Note: This role focuses on designing and implementing technology solutions for market risk and counterparty risk, and on contributing to the evolution of risk infrastructure and cloud-based platforms. Responsibilities include translating quantitative methodologies into production-ready software, integrating risk models, and collaborating with global teams to enhance risk management capabilities.

Qualifications

We are looking for an experienced professional with 8+ years of experience, a strong quantitative background, expertise in financial risk, and solid software development skills.

• Bachelor\'s or Master\'s degree in a quantitative or technical field (Mathematics, Physics, Engineering, Computer Science, or a related discipline)
• Advance knowledge of quantitative finance, particularly market risk and counterparty risk
• Strong Python programming skills
• Strong knowledge of database technologies
• Experience developing applications in Java, C#, or C++
• Experience with Docker and cloud environments
• Experience designing and implementing technology solutions for risk management or quantitative applications
• Strong analytical and problem-solving skills
• Ability to lead technical initiatives and collaborate effectively with multidisciplinary teams

Note: Priority will be given to candidates who are eligible to work in the UK.

Skills

Automation, C++ Programming Language, Counterparty Risk, C Sharp (Programming Language), Docker (Software), Finance, Java (Programming Language), Market Risk, Mathematical Finance, MongoDB, Python (Programming Language)