Software Engineer II - Python / Quartz
$88,800–$144,800 year
On-siteChicago, Illinois, United States or New York, United States
Job Summary
Develop and maintain Python-based Quartz components to source, enrich, validate, and expose risk factor attributes for downstream risk, capital, and regulatory workflows within the FRTB IMA program. Code solutions and unit tests to deliver requirements per acceptance criteria and compliance standards, while utilizing architectural components across data, application, and business layers. Perform continuous integration and development activities, contribute to story refinement and estimation, and analyze test reports to triage integration, regression, and performance issues. Support regulatory delivery timelines for RFET analysis, classification of modellable and non-modellable risk factors, and MRF/NMRF determination. Work independently as an individual contributor while collaborating with business partners, product owners, and distributed teams to improve the performance, reliability, and control posture of the Risk Factor API ecosystem.
Required Qualifications
- 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
- Bachelor's degree or equivalent work experience
Desired Qualifications
- 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
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