Principal Risk Systems Engineer

Soros Fund Management•New York, NY

4d•$200,000 - $250,000•Onsite

About The Position

Soros Fund Management LLC (SFM) is seeking a hands-on Principal Risk Systems Engineer to join their Risk Development team. This role is responsible for the design of the firm-wide risk platform, bridging engineering, data, and investment risk. The engineer will collaborate closely with Risk Managers, Portfolio Managers, Quants, Strats, Operations, and senior technology leaders. The ideal candidate will have a proven track record of designing and delivering fast, large-scale risk analytics platforms, possess strong hands-on development skills, and be able to articulate complex technical and risk concepts to senior stakeholders. A deep understanding of investment risk is essential, with a primary focus on system design, architecture, technical depth, and stakeholder management.

Requirements

15+ years of software development, including significant time as lead architect on large data or analytics platforms in financial services
A track record of designing systems that run reliably in production at scale, with real limits on data size, speed, memory and SLAs
Deep experience with in-memory analytics or OLAP tools on top of data warehouses or lakehouses
Able to set a design direction, write it down, and bring the team along
Expert in performance tuning: memory, CPU profiling, query and load speed
Strong Python, with clean, testable, maintainable code
Strong SQL on large analytical databases
Solid grasp of data structures, concurrency, parallelism and distributed computing
Deep knowledge of market risk: historical and stressed VaR, expected shortfall, sensitivities, stress and scenario analysis, and P&L vectors
Experience with factor risk models, risk attribution and portfolio construction
Experience across asset classes (e.g., Equity, Fixed Income, FX, Derivatives) and their risk models
Experience on Risk, Front Office or trading systems at hedge funds or large banks
Has worked directly with senior risk, trading and technology people
Can explain complex technical ideas to non-technical people, in writing and in person
Willing to push back on requirements, and offers a better option when saying no
Comfortable in a fast-paced team, balancing design and delivery work with production support

Nice To Haves

Java or C++ a plus
Experience building user interfaces and charts for risk or analytics tools
Uses AI coding tools in practice to design, build and troubleshoot faster

Responsibilities

Set and own the overall design of the risk platform: data models, how risk is calculated and aggregated, and how it connects to upstream and vendor systems
Design and build fast aggregation of risk and P&L data, including VaR and expected shortfall, with drill-down from firm to fund, strategy and position
Stay hands-on: write production code in Python and SQL, and set the bar on code quality, testing and performance
Run design reviews, set engineering standards, and mentor the team
Design data models and compute that support both intraday and end-of-day risk
Deploy and run workloads on AWS, using containers and Kubernetes to scale up and down
Lead build-versus-buy decisions on analytics technology, weighing cost, performance and fit
Work with Risk Managers and Portfolio Managers to turn what they need into designs, and explain the options and trade-offs to senior stakeholders
Improve reliability, speed and monitoring across the platform, and be the go-to person for hard production problems