Engineer, Tech - Risk Platform

Engineer, Tech - Risk Platform

Warsaw

Posted 20 Days Ago

Role Overview 

The Risk Technology team builds large scale Cloud-native distributed systems to support risk modeling, risk calculation, risk market data processing, risk reporting, risk guidelines monitoring, and risk research for Risk Management front office teams across Balyasny. The team’s major clients include the Risk Managers, Portfolio Managers, and Senior Firm Management. The team is engaged in a multi-year effort to build next generation risk analytics systems, support business expansion through modeling of new asset classes, and contribute to the overall growth of the firm.

The Risk Technology team is looking for a strong Software Engineer to design and develop technology solutions for our clients. The solutions include, but are not limited to, market modeling, risk analytics, risk/P&L calculation, VaR/Stress calculation, market data processing, large scale data management, report automation, data driven investigations, etc. The engineer will work directly with clients to gather requirements and build technology to expand financial product and market coverage as well as automate and continuously improve our risk management processes. The engineer will need to be comfortable working in a fast paced and dynamic environment with multiple concurrent time-sensitive business priorities, be an effective communicator and a strong collaborator, have a strong ownership mentality with curiosity to learn new business and technology, and be self-driven. 

Qualifications 

Required Qualifications: 

8+ years software development experience working on very large scale, high performance, horizontally scalable, big data, distributed computing systems, preferably in financial services industry

Deep Expertise in server-side Python, object-oriented programming, scalable design, data structure, concurrency, algorithm, performance tuning and distributed systems architecture

Experience with Pandas and Numpy 

Self-starter who can work independently as well as within a team and be able to deliver high quality software from inception through production release that is convenient to use and easy to support

Bachelor’s or advanced degrees in computer science, engineering, or technology related field required 

Good to Have Qualifications: 

Expertise in technologies such as, Kafka, Redis, Mongo DB, MS SQL etc. hosted on AWS

Expertise in data analysis using SQL, Pandas, REST API etc.

Experience with Kubernetes and AWS infrastructure is desirable

Familiarity with data analysis using Excel is desirable

Experience working on a firmwide risk system for rates, fixed income, or credit is a plus 

Knowledge of market, financial derivatives, pricing/valuation, and risk analytics is a plus 

Experience using Dev/Ops tools, such as, JIRA / Git / Team City / Octopus Deploy, in Agile environment is desirable 

Experience with pricing in Beacon Platform, Bloomberg market data and Morning Star market data is a plus  

Expertise in an object-oriented programming language such as C#, Java or C++ is a plus  

Even if your experience doesn’t match every requirement, we’d still love to hear from you—if you’re excited about this role, we encourage you to apply!