Develop analytics for IM, VM, SIMM, haircuts, eligibility, concentration limits, and liquidity optimization.
Integrate pricing, risk, and collateral platforms through APIs and distributed processing frameworks.
Optimize application performance, automation, and cloud-native deployments.
Build and maintain Angular and Next.js front-end applications for margin calculation workflows, including margin drill-down grids, rule and override configuration dashboards, and intraday alerting views for Margin Ops and Risk teams
Partner with Quant, Risk, and Operations teams to deliver scalable production solutions.
To be successful in this role, we’re seeking the following
Bachelor's degree in computer science engineering or a related discipline, or equivalent work experience required
9-11 years of experience in software development required; experience in the securities or financial services industry is a plus.
6+ years of Python development experience in Capital Markets.
Strong hands-on experience with Python, Pandas, NumPy, SQL, REST APIs, and Git.
3+ years of experience building data-intensive web UIs using Angular and/or Next.js, including tabular margin drill-downs and configuration dashboards
Hands-on experience with data pipeline development across relational sources (Oracle, Snowflake) and streaming platforms (Kafka), and real-time market data enrichment
Hands-on experience in low-latency REST APIs and gRPC endpoints for calculators
Proficiency with AI-assisted development tools such as Codex, Devin, or Claude Code for accelerating feature delivery, automated test generation, and agentic code review
Experience with distributed caching (e.g. Hazelcast )
Good understanding of derivatives, collateral management, repo, securities financing, and margin methodologies (SIMM, IM/VM).
Exposure to cloud technologies, Docker/Kubernetes, and distributed processing is preferred.
Strong quantitative programming skills
Preferred Domain Experience
Prime Services, Repo and securities lending
Margin & Collateral Management
Preferred Background
Experience in Java
Experience with optimization libraries such as OR-Tools, Pyomo, CVXPY, PuLP, Gurobi, or CPLEX.
Knowledge of Regulatory Margin Frameworks like Reg T, FINRA 4210, 15c3-1, US Portfolio Margin.
Experience with securities reference data, securities market data and client account hierarchy.
