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Embark on a transformative journey as a Prime Risk Senior Developer - VP at Barclays. Our vision is clear - to redefine the future of banking by crafting innovative solutions. In this role, you will be part of the Liquid Financing Technology team. Our team is currently investing in building a modern, Client Risk Management platform, cross-asset risk management solution that delivers real-time analytics, AI enabled workflows, and reporting for front-office users. In this role, you will be responsible for driving the core risk analytics integration within the platform, driving the roadmap for analytics, valuation inputs, scenarios, sensitivities, stress frameworks, and model integrations while collaborating closely with Front Office desk, quant, and core risking platform teams in alignment with Market’s Risk architecture framework and guidelines. In this role, you will utilize your deep engineering knowledge with practical quantitative skills and considerable product knowledge across market, liquidity, and intraday exposure risk.
Job Responsibility:
Lead and manage engineering teams, providing technical guidance, mentorship, and support to ensure the delivery of high-quality software solutions
Drive the core risk analytics integration within the platform
Drive the roadmap for analytics, valuation inputs, scenarios, sensitivities, stress frameworks, and model integrations
Collaborate closely with Front Office desk, quant, and core risking platform teams in alignment with Market’s Risk architecture framework and guidelines
Lead engineering teams effectively, fostering a collaborative and high-performance culture
Oversee timelines, team allocation, risk management and task prioritization
Mentor and support team members' professional growth
Evaluation and enhancement of engineering processes, tools, and methodologies
Collaboration with business partners, product managers, designers, and other stakeholders to translate business requirements into technical solutions
Enforcement of technology standards, facilitate peer reviews, and implement robust testing practices
Requirements:
Extensive software development experience in front office, quant or risk technology teams within investment banking or similar financial institution
Experience with derivative pricing and Greeks in either Equities, Rates or Credit asset classes
Experience with Python and Spark for distributed and real time data processing leveraging Kafka or equivalent streaming platforms
Experience with AWS services such as S3, EC2, EKS/ECS, Lambda, Glue, Athena, Step Functions, DynamoDB, and RDS for scalable compute, containerized deployment of risk engines and real-time services
Considerable quantitative reasoning and software design skills
Deep understanding of SDLC practices including CI/CD, Dev Ops & Engineering practices
Nice to have:
Experience working with data warehouses, data lakes, and distributed data systems
Experience with prime brokerage / prime finance risk platforms or FO/MO risk tools (e.g., real‑time exposure, VaR/stress, PFE, or x‑asset risk engines)
Knowledge on Regulatory risk frameworks (Basel, FRTB, PRA, Fed)