Line of Service Assurance

Industry/Sector Not Applicable

Specialism Risk

Management Level Senior Manager

Job Description & Summary

About the role

As a software engineer within the team you will direct the architecture extension and maintenance of our Python codebase that performs valuation of financial instruments. This is an individual contributor role that requires expertise in both the mathematical modelling of financial instruments across asset classes and python software engineering.

Key Responsibilities

• Maintenance and extension of an existing codebase written primarily in Python components which maps/transforms trade static data between various formats: XML, JSON, CSV, Excel, etc.
• Extend code base through addition of:
  • new derivative valuation and risk models
  • updates and improvements to user interfaces
  • other ad hoc incremental features
• Maintain and extend a RESTful API server application
• Maintenance and extending an internal model base and help the team on‑board third party provided models and artificial intelligence.
• Lead in discussions to help drive software architecture/design.
• Provide support in estimating clients financial instrument valuations (private credit, debt and derivative) across a wide range of instrument types.
• Assist in areas of business development practice development and strategy due to the high growth nature of Artificial Intelligence & Modelling this will be a key component of the role.

Essential Skills and Experience

• Advanced experience and knowledge of Python software development in industry or academia.
• Degree in computer science, engineering, physics or mathematics.
• Experience working on large codebases.
• A deep understanding of derivative pricing including the related XVAs.
• Theoretical understanding of and hands‑on experience in developing mathematical models.
• Strong analytical skills and attention to detail but tempered with an ability to think laterally.
• Excellent communication skills and the ability to present complex issues in a clear and articulate way to a non‑technical audience.
• Familiarity with software engineering best practices.
• Familiarity with source control (ideally Git).

Additional Information

• Travel Requirements: Up to 60%.
• Employment Type: Full‑Time.
• Vacancy: 1.
• Key Skills: Spring, .NET, C/C++, Go, React, OOP, C#, AWS, Data Structures, Software Development, Java, Distributed Systems.