Assistant Vice President, Front Office Risk Engine Quantitative Developer

• Design and develop valuation, risk and reconciliation functionality across Rates, FX, Credit, Munis, Treasuries, and Agencies
• Support pricing, sensitivities, full revaluation, P&L attribution, and capital use cases on a shared platform
• Integrate quantitative models into production-grade Java services
• Build and enhance Vasara risk and valuation services, including evaluators, result services, and data distribution layers
• Develop distributed, stateful computation using Apache Ignite or similar in-memory / distributed data technologies
• Ensure scalability for millions of positions and events across asset classes
• Develop and maintain according to EOD batch frameworks for valuation, risk, and P&L generation
• Partner closely with Finance on: Clean and comprehensive P&L, P&L Attribution and Explain, Valuation Control and Finance sign-off
• Work with Market Risk and Capital teams to ensure consistency across valuation, risk, and reporting outputs
• Support critical production components
• Collaborate with infrastructure teams on design, BCP, and capacity planning

2+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education

• Strong Python, Java, C++ (concurrency, memory management, performance optimization)
• Experience working on systems end-to-end, from design through production support across projects involving Quants, Risk, and Finance
• Experience with Rates, FX, Credit, Treasuries, Agencies, or Munis businesses and products
• Experience with large-scale EOD batch systems
• Experience developing or supporting valuation and/or risk platforms in Capital Markets and related reconciliations and controls
• Familiarity with pricing models, sensitivities, curve-based valuation, and full revaluation workflows
• Ability to translate quant and Finance requirements into executable code
• Strong debugging skills in multi-node, distributed production environments
• Knowledge of Ignite SQL, indexing, and query optimization
• Experience with P&L Attribution, Clean P&L, or valuation control frameworks
• Exposure to event-driven architectures

• Health benefits
• 401(k) Plan
• Paid time off
• Disability benefits
• Life insurance, critical illness insurance, and accident insurance
• Parental leave
• Critical caregiving leave
• Discounts and savings
• Commuter benefits
• Tuition reimbursement
• Scholarships for dependent children
• Adoption reimbursement