Software Engineer II - Python / Quartz
About The Position
This job is responsible for developing and delivering complex requirements to accomplish business goals. Key responsibilities of the job include ensuring that software is developed to meet functional, non-functional and compliance requirements, coding solutions, unit testing, and ensuring the solution can be integrated successfully into the overall application/system with clear, robust, and well-tested interfaces. Job expectations include an awareness of development and testing practices in the industry. The Quartz Core Business Platform team is seeking a Software Engineer II to work on the Risk Factor API supporting the Fundamental Review of the Trading Book Internal Model Approach program. This role will focus on building and enhancing Python / Quartz services that provide risk factor attributes and related data needed by downstream risk and regulatory platforms. The successful candidate will work on a strategically important regulatory program involving risk factor eligibility, modellability, non-modellable risk factors, market data enrichment, and the supporting APIs used by SFRC, Remote Risk, Capstone, PME, and other FRTB-aligned platforms. The role will contribute to the small specialist team that supports the RiskFactorAttributeWrapper and related QzCore market model / risk factor capabilities. This is a hands-on engineering role for a developer who can work across technical design, implementation, testing, support, and stakeholder engagement. The candidate will develop and maintain Python-based Quartz components, collaborate with business and technology partners, support regulatory delivery timelines, and help improve the performance, reliability, and control posture of the Risk Factor API ecosystem.
Requirements
- 5+ years of software development experience in Global Markets, Enterprise Risk, regulatory technology, or a comparable enterprise technology environment.
- Strong Python development experience, including object-oriented design, API development, debugging, testing, and code maintenance.
- Experience developing, enhancing, modifying, testing, and supporting applications in a complex enterprise software environment.
- Experience working with data-intensive systems, APIs, mapping logic, reference data, market data, or risk data.
- Familiarity with Agile delivery practices, story refinement, estimation, unit testing, integration testing, regression testing, and production support.
- Ability to analyze complex technical issues, identify root causes, and implement sustainable fixes.
- Strong communication skills, with the ability to work effectively with developers, product owners, business analysts, risk stakeholders, and program teams.
- Ability to work independently as an individual contributor while collaborating across multiple distributed teams.
- Strong attention to software quality, operational risk, compliance, maintainability, and production stability.
- Ability to learn and work within the Quartz ecosystem, including established patterns for development, testing, release, and support.
Nice To Haves
- Experience with Quartz, QFS, RFAW, RiskFactorAttributeWrapper, MarketRiskEnv, MRTUtilities, Remote Risk, SFRC, Capstone, PME, or related Global Markets risk platforms.
- Knowledge of FRTB, IMA, RFET, modellable risk factors, non-modellable risk factors, VaR, CCAR, stress testing, market risk, or regulatory capital workflows.
- Experience with risk factor attributes, market data enrichment, derived attribute mapping, rules repositories, scenario configuration, shock lookup, or time-series mapping.
Responsibilities
- Codes solutions and unit test to deliver a requirement/story per the defined acceptance criteria and compliance requirements
- Utilizes multiple architectural components (across data, application, business) in design and development of client requirements
- Performs Continuous Integration and Continuous Development (CI-CD) activities
- Contributes to story refinement and definition of requirements
- Participates in estimating work necessary to realize a story/requirement through the delivery lifecycle
- Contributes to existing test suites (integration, regression, performance), analyze test reports, identify any test issues/errors, and triage the underlying cause
- Performs spike/proof of concept as necessary to mitigate risk or implement new ideas
- Develop, enhance, test, and support Risk Factor API capabilities for the FRTB IMA program, with initial focus on risk factor attributes and RFAW-related functionality.
- Build and maintain Python-based Quartz components used to source, enrich, validate, and expose risk factor attributes for downstream risk, capital, and regulatory workflows.
- Support FRTB IMA activities such as RFET analysis, classification of modellable and non-modellable risk factors, and the data flows required to support MRF / NMRF determination.
Benefits
- access to paid time off
- resources and support to our employees
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
