Software Engineer - Market Risk Technology

Capgemini; New York (NY); Hybrid; USD 103,000 - 129,000; Full time

Benefits offered by this job

Paid time off

Medical, dental, vision coverage

401(k) retirement savings

Employee assistance programs

Job summary

Capgemini is seeking a Senior Technologist to architect scalable data pipelines that ingest billions of PV calculations from risk engines. You will build high-performance aggregation jobs with Spark and create intelligent data APIs for on-demand access to risk insights.

You will load massive datasets into OLAP engines such as Pinot, Druid, or Trino, and develop interactive analytics tools and dashboards. Collaborating with Front Office and Risk teams, you’ll translate complex analytics needs

Qualifications

• Degree in a quantitative or technical field is required.
• Expert-level hands-on experience with big data technologies (Spark).
• Proven experience with high-performance OLAP databases (Pinot/Druid/Trino).
• Strong programming skills in Python, Java and/or Scala, and expert-level SQL.

Responsibilities

• Architect and build data pipelines to ingest and process billions of PV calculations from stress engines.
• Develop and optimize large-scale aggregation jobs using Spark.
• Design and deliver intelligent data APIs for flexible access to risk data.
• Integrate NLP to create intuitive query-based data exploration interfaces.
• Load and model large datasets into OLAP engines (Pinot/Druid/Trino) and build interactive dashboards.

Skills

Python

SQL

Java

Scala

Data structures & algorithms

AI-first mindset

Education

Degree in Computer Science or quantitative field (e.g., Financial Mathematics/Financial Engineering)

Tools

Apache Spark

Apache Pinot

Apache Druid

Trino

NLP frameworks

Job description

Choosing Capgemini means choosing a company where you will be empowered to shape your career in the way you’d like, where you’ll be supported and inspired by a collaborative community of colleagues around the world, and where you’ll be able to reimagine what’s possible. Join us and help the world’s leading organizations unlock the value of technology and build a more sustainable, more inclusive world.Job LocationJob is located in NJ - Onsite HybridYour RoleYour Role and ImpactAs a Senior Technologist, you will be at the heart of the action, designing the systems that power our most sophisticated risk-based calculations. You will take the raw, trade-level Present Value (PV) outputs from our Historical VaR and FRTB Expected Shortfall engines and transform them into a strategic data asset.Your impact will be immediate and far-reaching. You will build the data pipelines that handle immense volumes, create intelligent APIs that democratize data access, and leverage cutting-edge OLAP and NLP technologies to provide unparalleled drill-down and analytical capabilities. You will be the go-to expert who empowers senior stakeholders in the Markets and Risk organizations to make faster, smarter decisions.Key ResponsibilitiesArchitect and build robust, scalable data pipelines to ingest and process billions of trade-level PV calculations from various stress engines.Develop and optimize large-scale aggregation jobs using Apache Spark, ensuring high performance and efficiency.Design and deliver a suite of 'intelligent data APIs' that provide flexible, on-demand access to both aggregated and non-aggregated risk data for teams across the firm.Integrate Natural Language Processing (NLP) capabilities to create intuitive, query-based interfaces for data exploration, lowering the barrier to entry for complex analytics.Load and model massive aggregated datasets into high-performance OLAP engines like Apache Pinot, Apache Druid, and Trino.Build powerful, interactive analytical tools and dashboards on top of the OLAP layer, providing summary views and lightning-fast drill-down capabilities.Partner directly with senior stakeholders in the Front Office, Quantitative teams, and Risk Management to understand their analytical needs and deliver innovative solutions.What We're Looking ForA true passion for data, analytics, and solving complex problems at massive scale.A degree in a quantitative or technical field such as Computer Science, Financial Mathematics, or Financial Engineering.Expert-level, hands-on experience with big data technologies, particularly Apache Spark.Proven experience with high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino.Strong programming skills in Python, Java and/or Scala, and expert-level SQL.Strong background in fundamental computer science concepts, including data structures and algorithms.A mindset for 'AI-first' development, constantly looking for ways to embed intelligence into systems.Experience or a strong interest in applying Natural Language Processing (NLP) to data access and analytics.The base compensation range for this role in the posted location is: 103330 to 128656Capgemini provides compensation range information in accordance with applicable national, state, provincial, and local pay transparency laws. The base compensation range listed for this position reflects the minimum and maximum target compensation Capgemini, in good faith, believes it may pay for the role at the time of this posting. This range may be subject to change as permitted by law.The actual compensation offered to any candidate may fall outside of the posted range and will be determined based on multiple factors legally permitted in the applicable jurisdiction.These may include, but are not limited to: Geographic location, Education and qualifications, Certifications and licenses, Relevant experience and skills, Seniority and performance, Market and business consideration, Internal pay equity.It is not typical for candidates to be hired at or near the top of the posted compensation range.In addition to base salary, this role may be eligible for additional compensation such as variable incentives, bonuses, or commissions, depending on the position and applicable laws.Capgemini offers a comprehensive, non-negotiable benefits package to all regular, full-time employees. In the U.S. and Canada, available benefits are determined by local policy and eligibility and may include:Paid time off based on employee grade (A-F), defined by policy: Vacation: 12-25 days, depending on grade, Company paid holidays, Personal Days, Sick LeaveMedical, dental, and vision coverage (or provincial healthcare coordination in Canada)Retirement savings plans (e.g., 401(k) in the U.S., RRSP in Canada)Life and disability insuranceEmployee assistance programsOther benefits as provided by local policy and eligibilityImportant Notice: Compensation (including bonuses, commissions, or other forms of incentive pay) is not considered earned, vested, or payable until it becomes due under the terms of applicable plans or agreements and is subject to Capgemini’s discretion, consistent with applicable laws. The Company reserves the right to amend or withdraw compensation programs at any time, within the limits of applicable legislation.DisclaimersCapgemini is an Equal Opportunity Employer encouraging inclusion in the workplace. Capgemini also participates in the Partnership Accreditation in Indigenous Relations (PAIR) program which supports meaningful engagement with Indigenous communities across Canada by promoting fairness, accessibility, inclusion and respect. We value the rich cultural heritage and contributions of Indigenous Peoples and actively work to create a welcoming and respectful environment. All qualified applicants will receive consideration for employment without regard to race, national origin, gender identity/expression, age, religion, disability, sexual orientation, genetics, veteran status, marital status or any other characteristic protected by law.This is a general description of the Duties, Responsibilities and Qualifications required for this position. Physical, mental, sensory or environmental demands may be referenced in an attempt to communicate the manner in which this position traditionally is performed. Whenever necessary to provide individuals with disabilities an equal employment opportunity, Capgemini will consider reasonable accommodations that might involve varying job requirements and/or changing the way this job is performed, provided that such accommodation does not pose an undue hardship. Capgemini is committed to providing reasonable accommodation during our recruitment process. If you need assistance or accommodation, please reach out to your recruiting contact.Please be aware that Capgemini may capture your image (video or screenshot) during the interview process and that image may be used for verification, including during the hiring and onboarding process.Click the following link for more information on your rights as an Applicant in the United States. http://www.capgemini.com/resources/equal-employment-opportunity-is-the-lawCapgemini is a global business and technology transformation partner, helping organizations to accelerate their dual transition to a digital and sustainable world, while creating tangible impact for enterprises and society. It is a responsible and diverse group of 340,000 team members in more than 50 countries. With its strong over 55-year heritage, Capgemini is trusted by its clients to unlock the value of technology to address the entire breadth of their business needs. It delivers end-to-end services and solutions leveraging strengths from strategy and design to engineering, all fueled by its market leading capabilities in AI, generative AI, cloud and data, combined with its deep industry expertise and partner ecosystem.