Principal Engineer, Market Risk Technology
About The Position
Choosing Capgemini means choosing a company where you will be empowered to shape your career in the way you’d like, where you’ll be supported and inspired by a collaborative community of colleagues around the world, and where you’ll be able to reimagine what’s possible. Join us and help the world’s leading organizations unlock the value of technology and build a more sustainable, more inclusive world. As a Senior Technologist, you will be at the heart of the action, designing the systems that power our most sophisticated risk-based calculations. You will take the raw, trade-level Present Value (PV) outputs from our Historical VaR and FRTB Expected Shortfall engines and transform them into a strategic data asset. Your impact will be immediate and far-reaching. You will build the data pipelines that handle immense volumes, create intelligent APIs that democratize data access, and leverage cutting-edge OLAP and NLP technologies to provide unparalleled drill-down and analytical capabilities. You will be the go-to expert who empowers senior stakeholders in the Markets and Risk organizations to make faster, smarter decisions.
Requirements
- A true passion for data, analytics, and solving complex problems at massive scale.
- A degree in a quantitative or technical field such as Computer Science, Financial Mathematics, or Financial Engineering.
- Expert-level, hands-on experience with big data technologies, particularly Apache Spark.
- Proven experience with high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino.
- Strong programming skills in Python, Java and/or Scala, and expert-level SQL.
- Strong background in fundamental computer science concepts, including data structures and algorithms.
- A mindset for 'AI-first' development, constantly looking for ways to embed intelligence into systems.
- Experience or a strong interest in applying Natural Language Processing (NLP) to data access and analytics.
Responsibilities
- Architect and build robust, scalable data pipelines to ingest and process billions of trade-level PV calculations from various stress engines.
- Develop and optimize large-scale aggregation jobs using Apache Spark, ensuring high performance and efficiency.
- Design and deliver a suite of "intelligent data APIs" that provide flexible, on-demand access to both aggregated and non-aggregated risk data for teams across the firm.
- Integrate Natural Language Processing (NLP) capabilities to create intuitive, query-based interfaces for data exploration, lowering the barrier to entry for complex analytics.
- Load and model massive aggregated datasets into high-performance OLAP engines like Apache Pinot, Apache Druid, and Trino.
- Build powerful, interactive analytical tools and dashboards on top of the OLAP layer, providing summary views and lightning-fast drill-down capabilities.
- Partner directly with senior stakeholders in the Front Office, Quantitative teams, and Risk Management to understand their analytical needs and deliver innovative solutions.
Benefits
- Paid time off based on employee grade (A-F), defined by policy: Vacation: 12-25 days, depending on grade, Company paid holidays, Personal Days, Sick Leave
- Medical, dental, and vision coverage (or provincial healthcare coordination in Canada)
- Retirement savings plans (e.g., 401(k) in the U.S., RRSP in Canada)
- Life and disability insurance
- Employee assistance programs
- Other benefits as provided by local policy and eligibility
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Senior
Education Level
Associate degree
