Software Engineer II - Python Quartz
Overview
The role involves developing and delivering complex requirements to achieve business objectives. The Software Engineer II will focus on building Python and Quartz services that provide essential risk factor attributes and data for downstream risk and regulatory platforms. This position contributes to a strategic regulatory program addressing risk factor eligibility modellability non-modellable risk factors market data enrichment and supporting APIs used by SFRC Remote Risk Capstone PME and other FRTB-aligned systems. The ideal candidate thrives in a collaborative environment and drives performance reliability and control improvements.
What You'll Do11
- 1Code solutions and write unit tests to fulfill stories and acceptance criteria aligned with compliance requirements
- 2Design and develop client requirements using multiple architectural components across data application and business domains
- 3Lead CI/CD activities to ensure continuous integration and delivery of robust software components
- 4Refine and define requirements contributing to story estimation throughout the delivery lifecycle
- 5Analyze test reports identify defects and collaborate with teams to resolve underlying issues
- 6Perform spikes and proof of concepts to mitigate risks or prototype new ideas
- 7Develop enhance and test support Risk Factor API capabilities for the FRTB IMA program focusing on risk factor attributes and RFAW functionality
- 8Build maintain Python-based Quartz components for sourcing enriching validating and exposing risk factor attributes
- 9Support FRTB IMA initiatives such as RFET analysis classification of modellable and non-modellable risk factors and data flows for MRF/NMRF determination
- 10Collaborate with business stakeholders risk analysts and engineers to understand complex needs and translate them into actionable features
- 11Maintain high standards of software quality operational risk compliance and production stability
Requirements9
- 15+ years of software development experience in Global Markets Enterprise Risk or regulatory technology environments
- 2Strong proficiency in Python including object oriented design API development debugging and testing
- 3Proven experience working with data intensive systems APIs and risk data mapping logic
- 4Familiarity with Agile methodologies story refinement estimation and production support
- 5Ability to analyze complex technical challenges identify root causes and implement sustainable fixes
- 6Minimum bachelor degree or equivalent work experience
- 7Experience with Quartz ecosystem including established development testing release and support practices
- 8Knowledge of FRTB IMA regulations risk management frameworks and capital modeling concepts
- 9Desire for experience with risk factor attributes market data enrichment derived attribute mapping scenario configuration shock lookup or time series mapping
Salary Insight
$89 - $145k per year
Location
Required Skills
Similar open positions
Explore active roles that match your skills and interests.
16 MS & Co., LLC
VerifiedQuantitative Desk Strategist - Fixed Income - Associate
Lead quantitative modeling and analytics for complex fixed income products while building real-time risk systems that support daily trading decisions. Own the translation of market risk and derivative pricing needs into practical models and scalable system designs. Collaborate closely with traders and strategists to solve practical trading problems and drive clear communication across technical and non-technical audiences.
Wells Fargo
VerifiedLead Securities Quantitative Analytics Specialist
Wells Fargo seeks a Java quantitative developer for the Mortgage Modeling Development Center focusing on Juniper Vasara. This is an ambitious green field initiative tackling risk computation challenges across capital markets. You will partner with technology teams to enhance the strategic valuation and risk platform.

Axiom Path
VerifiedSenior Front Office QA Engineer - Python & Fixed Income
You will own quality assurance for fixed-income trading applications at a global financial institution, validating and certifying Python-based analytics and pricing models used by front-office sales and trading. Collaborate with quantitative developers and traders to ensure trading accuracy and platform reliability in a high-performance environment. This role demands deep expertise in PySpark and pytest to build test frameworks that scale. You will drive test automation across CI/CD with Jenkins and Docker, ensuring rapid feedback loops. The position offers direct exposure to front-office operations, setting it apart from typical QA roles.
JPMorganChase
VerifiedRisk Management - Counterparty Credit Risk Senior Associate
Lead counter‑partner credit risk analysis supporting traded product portfolios. Partner with Sales Trading Credit Officers and internal teams to monitor exposures and size limits while strengthening methodologies. Translate complex risk signals into clear appetite views and drive workflow improvements.
Transamerica
VerifiedLead Software Engineer, Murex & Derivatives
You will own the Murex ecosystem for investment reporting, serving 2.3 million customers with real-time data flows. You lead a team of 5+ engineers to modernize our derivatives platform. Your stack includes Murex, SQL Server, AWS Glue, and Kubernetes, with integration across Java and Python. This role combines deep Murex expertise with data engineering and leadership, driving STP and regulatory reporting.
Wells Fargo
VerifiedSenior Data Engineer Wells Fargo CCIBT
Wells Fargo seeks a Senior Data Engineer within the Commercial & Corporate & Investment Banking Technology organization. The role focuses on the Enterprise Counterparty Risk Technology team developing solutions for counterparty credit risk management. Candidates must understand capital markets and investment banking processes. This position drives scalable risk-focused technology solutions.