Required Education
• Degree in Computer Science, Financial Engineering, or Financial Mathematics
Required Qualifications/Skills/Experience
• 10+ years of professional experience
• Prior experience in Capital Markets and Risk domains
• Deep expertise in risk aggregations and analytics
• Experience working directly with senior Markets and Risk quants
• Expert-level hands-on experience with Apache Spark
• Strong programming skills in Java and/or Python
• Expert-level SQL skills
• Experience with OLAP analytical tools
• Experience with high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino
• Strong background in computer science fundamentals, including data structures and algorithms
• Capital markets, derivatives, and market risk technology background
• Experience with market risk and risk calculations, including VaR, Stress Testing, Present Value (PV), and FRTB Expected Shortfall
• Strong communication skills with the ability to collaborate with senior business, quantitative, and stakeholder teams
• Exceptional problem-solving skills
• Ability to work independently and lead technical projects
• Passion for data, analytics, and solving complex problems at massive scale
• Ability to build scalable data pipelines and large-scale data processing solutions
• Experience designing and delivering APIs for data access
• Experience building analytical tools and dashboards
• Ability to partner with Front Office, Quantitative, and Risk Management teams
Preferred Qualifications/Skills/Experience
• Quantitative background with experience transitioning from C++ to Python or Java
• Experience applying Natural Language Processing (NLP) to data access and analytics
• AI-first development mindset
• Experience debugging complex data and access issues
• Strong interest in embedding intelligence into analytical systems
Overview
This role focuses on engineering high-performance systems capable of ingesting, processing, and serving petabytes of market risk data to support critical regulatory initiatives such as FRTB. The position involves developing scalable big data solutions using Apache Spark, Java, Python, SQL, and modern OLAP technologies while working closely with Front Office, Quantitative, and Risk Management teams. The successful candidate will architect data pipelines, build intelligent APIs, create analytical tools, and enable rapid access to complex financial data for senior stakeholders. This is an opportunity to solve large-scale engineering challenges, deliver advanced analytics capabilities, and directly influence risk management decisions across the organization.
Job Duties
• Architect and build robust, scalable data pipelines to ingest and process billions of trade-level Present Value (PV) calculations from multiple stress engines
• Develop and optimize large-scale aggregation jobs using Apache Spark
• Design and deliver intelligent data APIs that provide flexible access to aggregated and non-aggregated risk data
• Integrate Natural Language Processing (NLP) capabilities for intuitive query-based data exploration
• Load and model large, aggregated datasets into OLAP engines such as Apache Pinot, Apache Druid, and Trino
• Build interactive analytical tools and dashboards with fast drill-down capabilities
• Design systems supporting Historical VaR and FRTB Expected Shortfall analytics
• Transform trade-level risk calculation outputs into strategic data assets
• Partner with Front Office, Quantitative, and Risk Management teams to deliver analytical solutions
• Collaborate with senior Markets and Risk stakeholders to understand business requirements
• Engineer high-performance systems for large-scale risk analytics
• Troubleshoot and resolve complex data processing and data access issues
• Lead technical initiatives and contribute to next-generation analytics platform development
- **Only those lawfully authorized to work in the designated country associated with the position will be considered.**
- **Please note that all Position start dates and duration are estimates and may be reduced or lengthened based upon a client’s business needs and requirements.**
I have been very pleased with my experience with Rose International. Everyone that I encountered was very helpful and courteous.
Stephanie, Consultant
The interactions that I have had with your representatives have always been prompt and very professional. I am very pleased and impressed with your company and services.
Sioe, Consultant
Each time I contacted Rose, I was completely satisfied with the great attention and customer service I received. Each person was extremely knowledgeable and patient with my concerns or questions.
Diana, Consultant
My on-boarding with Rose was outstanding. The packets of information, the process, and great attention to detail each person gave me allowed me to get started quickly.I appreciated each person's friendly and helpful attitude.
Diana, Consultant
Working for Rose International was the most pleasant assignment I have ever had. They were always on top of situations when necessary, and very helpful. I was very proud to be an employee of Rose International, and would recommend anyone to try to work with them.
Melvon, Consultant
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