Main purpose
We are seeking an experienced Market Risk Engineer to join our dynamic team. In this role, you will be responsible for developing, maintaining, and enhancing quantitative models and risk metrics used in our market risk management processes. You will also play a crucial role in automating data ingestion and analysis pipelines, ensuring data quality, and monitoring daily operations.
This role offers an exciting opportunity to work with cutting-edge technologies and contribute to the development of robust market risk management solutions within a dynamic and challenging environment.
Key responsibilities
Develop, rewrite, and expand code for quant models and risk metrics (VaR, greeks, PnL).
Automate processes for daily ingestion and analysis of market data.
Validate data quality and ensure the accuracy of market data ingestion pipelines.
Monitor daily operations, ensuring timely ingestion, analysis, and reporting.
Escalate and resolve production issues (data quality, breaches, or pipeline failures).
Support the setup of the production environment, ensuring:
Pipelines and containerized environments meet operational requirements.
Code base structure adheres to best practices for maintainability..
Required qualifications
Strong programming skills (Python, F#, C++).
Expertise in CI/CD pipelines and software architecture.
Knowledge of market risk models and metrics.
Deep understanding of market risk concepts and metrics.
Proven experience managing production environments in a financial or quantitative setting.
Strong analytical, organizational, and leadership skills.
Excellent communication skills for stakeholder interaction and reporting.
Attributes for success
• Ownership: Takes full responsibility for deliverables and ensuring high-quality outcomes.
• Attention to Detail: Maintains a high level of accuracy when working with complex data, models, and code to minimise risk and errors.
• Communication: Clearly conveys technical concepts and issues to both technical and non-technical stakeholders, enabling effective decision-making.
• Organisational Skills: Effectively manages multiple priorities, deadlines, and workflows in a fast-paced environment.
• Resilience: Remains composed under pressure, quickly adapting to challenges such as production issues or tight deadlines.
• Analytical Thinking: Applies structured problem-solving skills to interpret data, identify root causes, and develop effective solutions.
Department overview
The Market Risk team is responsible for measuring, monitoring, and managing the firm's exposure to market price movements across commodities, FX, and interest rates. Working at the intersection of quantitative finance and engineering, the team develops and maintains sophisticated risk models and metrics underpinning daily risk reporting and limit oversight. Operating within a global risk framework, the team applies modern engineering practices — CI/CD, containerisation, and scalable architecture — to deliver robust, high-quality risk management solutions in a fast-paced trading environment.
Equal opportunity employer
We are an Equal Opportunity Employer and take pride in a diverse workforce! We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, colour, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.