Equity Derivatives Risk Developer

We are seeking a strong software engineer to build and own the equity-volatility risk platform for our global hedge fund. This engineering-first role owns the systems that capture options, futures, swaps and cash equity positions, compute the full volatility greek surface across every book, and deliver exposure and limit information to volatility PMs and risk managers in near real time. Working alongside the quantitative analysts and researchers who own the vol models and beta framework, the engineer makes those models run correctly, fast, and reliably at firm scale — turning per-book risk snapshots into clean, aggregated, drill-downable exposure PMs trust every trading day, across low-latency services, large-scale data pipelines, distributed compute, and the APIs and interfaces on top of them.

• Design, build, and own the firm's risk calculation and exposure aggregation services, from position capture through to delivered risk numbers.
• Develop real-time and intraday risk monitoring systems, including limit frameworks, breach detection, alerting, and drill-down interfaces.
• Build well-documented APIs and services (REST/gRPC, streaming) that expose risk data to downstream consumers across the firm.
• Deliver front-end tooling and dashboards that let risk managers slice exposure by strategy, desk, asset class, factor, and counter party.
• Refactor and modernize existing risk processes, replacing batch, spreadsheet, and manual steps with tested, version-controlled services.

• Build resilient pipelines for positions, trades, market data, reference data, and counter party exposures, with automated validation, lineage, and reconciliation.
• Own time-series and analytical data stores supporting historical risk, stress replays, and time-travel queries.
• Ensure consistency of pricing, position, and P&L data between risk systems and Front Office and Finance platforms.

• Productionize risk models supplied by Risk Management and Research
• Translate research prototypes into performant, tested, maintainable production code with clear numerical validation.
• Build the tooling that lets model owners backtest, recalibrate, and compare model versions without engineering involvement.

• Own the reliability of risk systems end to end: monitoring, alerting, runbooks, on-call, and incident follow-up.
• Profile and optimize hot paths — vectorization, caching, concurrency, memory layout, and distributed or grid compute workloads.
• Meet hard daily deadlines for overnight and intraday risk production, with automated recovery and clear failure semantics.
• Build out CI/CD, automated testing, infrastructure as code, and release processes for a platform that cannot silently produce wrong numbers.

• Partner with Risk Managers and Portfolio Managers to turn requirements into shipped software.
• Work closely with Front Office quant and trading technology teams on shared pricing, position, and market data infrastructure.
• Collaborate with enterprise IT, data, and platform teams on cloud, networking, security, and compute capacity.

• Set engineering standards for the risk stack: code review, testing, documentation, and architectural direction.
• Mentor junior developers and raise the bar on delivery quality across the team.
• Evaluate new technologies pragmatically and lead their adoption where they earn their keep.

• 5+ years building and operating production systems, with deep expertise in Python and at least experience in one systems…