Remote Quant Python Engineer - Model Risk Platform

BIP US; New York (NY); Hybrid; USD 140,000 - 200,000; Full time

Benefits offered by this job

Medical, dental, vision insurance

Short- and long-term disability

Matching 401k

Discretionary performance bonus

20 days PTO

Paid parental leave

Job summary

BIP US is looking for Quantitative Python Engineers to support a high-profile Model Risk transformation program at a leading global investment bank. You will build next-generation model lifecycle systems using Python, Databricks, and MLflow, integrating modern AI-driven frameworks.

Your role includes designing automated governance frameworks and collaborating with various stakeholders. The position offers a salary range of $140,000 - $200,000, with a comprehensive benefits package including medical insurance, 401k matching, and PTO.

Qualifications

• 8+ years of experience in Python engineering / quantitative development.
• Strong hands-on experience with Databricks and MLflow.
• Experience building ML pipelines and distributed data workflows.

Responsibilities

• Design and build Model Risk platform components across the full model lifecycle.
• Develop Python-based data and ML pipelines using Databricks and MLflow.
• Collaborate with quantitative researchers, risk managers, and platform teams.

Skills

Python engineering

Databricks

MLflow

Cloud platforms (AWS, Azure, GCP)

ML pipelines

LLMs / agentic workflows

API-driven architectures

Event-driven systems

Job description

BIP US is looking for Quantitative Python Engineers to support a high-profile Model Risk transformation program at a leading global investment bank. You will build next-generation model lifecycle systems using Python, Databricks, and MLflow, integrating modern AI-driven frameworks.

Your role includes designing automated governance frameworks and collaborating with various stakeholders. The position offers a salary range of $140,000 - $200,000, with a comprehensive benefits package including medical insurance, 401k matching, and PTO.