Bulge Bracket Investment Banks

Posted 3 days ago

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**Sr. Lead Software Engineer - Non-Linear Rates Risk** - Lead software development for rates trading activities, collaborating with quants, traders, and risk managers - Develop scalable Python code handling large market data volumes and complex financial calculations - Build and maintain risk metrics, PnL attribution frameworks, and data pipelines in a collaborative Agile environment - Participate in architectural decisions, code reviews, and tech design sessions; work on legacy applications when required - Required: Python development experience, financial services background, strong engineering principles, and effective communication skills - Preferred: Familiarity with risk methodologies, PnL calculation frameworks, and financial risk stack platforms

Compensation: Not specified
City: Not specified
Country: United States

Full Job Description

Location: Jersey City, NJ, United States

We have an opportunity to impact your career and provide an adventure where you can push the limits of what's possible.

As a Sr Lead Software Engineer at JPMorganChase within the Commercial & Investment Bank, We are seeking an experienced Senior Athena Python Rates Senior Lead Software Engineer for the development team to work on Rates Risk and PNL business deliveries and optimization. In this role, you will design, develop, and integrate sophisticated solutions that support trading desks and back office functions across rates products. You will work at the intersection of technology and finance, delivering high-impact systems that enable critical risk management and profit & loss analysis for our trading operations.

Job Responsibilities

Build and maintain robust software solutions for rates trading activities.
Collaborate closely with quantitative analysts, traders, risk managers, across middle and back office processing.
Work to directly support trading operations across multiple Rates products.
Responsible for developing scalable, performant code that handles large volumes of market data and complex financial calculations. This includes implementing risk metrics, PnL attribution frameworks, and data pipelines that connect trading systems with downstream consumers.
Participate in architectural decisions, code reviews, and technical design sessions, contributing your expertise to shape the evolution of this automated platform.

Required Qualifications, Skills and Capabilities

Hands-on Python development experience

Strong preference for candidates with financial services background

Solid understanding of software engineering principles including object-oriented design, testing methodologies, and version control practices

Demonstrated ability to write clean, maintainable code and work effectively within large, complex codebases

Ability to articulate technical concepts to both technical and non-technical stakeholders

Proven ability to gather requirements from business users and collaborate across multiple teams and functions

Capability to translate business needs into technical solutions and explain technical constraints in business terms

Willing to understand and work on legacy applications when required

Willing to provide first class support to the business

Knowledge of rates products including Swaps, Securities, Options, and Repo

Preferred Qualifications, Capabilities and Skills

Prior experience with other financial risk stack platforms such as SecDB, Quartz, or Athena

Familiarity with risk methodologies and PnL calculation frameworks

Experience with distributed systems and real-time data processing

Proficiency with relational and NoSQL databases

Knowledge of modern development practices including CI/CD pipelines and containerization

Exposure to quantitative finance concepts and market risk measures

Understanding of regulatory reporting requirements in financial services

Experience is using AI tools like Claude , Copilot effectively

Understanding of Clould platforms like AWS

Carry out critical tech solutions across multiple technical areas as an integral part of an agile team

Full Job Description

Location: Jersey City, NJ, United States

We have an opportunity to impact your career and provide an adventure where you can push the limits of what's possible.

Job Responsibilities

Build and maintain robust software solutions for rates trading activities.
Collaborate closely with quantitative analysts, traders, risk managers, across middle and back office processing.
Work to directly support trading operations across multiple Rates products.
Responsible for developing scalable, performant code that handles large volumes of market data and complex financial calculations. This includes implementing risk metrics, PnL attribution frameworks, and data pipelines that connect trading systems with downstream consumers.
Participate in architectural decisions, code reviews, and technical design sessions, contributing your expertise to shape the evolution of this automated platform.

Required Qualifications, Skills and Capabilities

Hands-on Python development experience

Strong preference for candidates with financial services background

Solid understanding of software engineering principles including object-oriented design, testing methodologies, and version control practices

Demonstrated ability to write clean, maintainable code and work effectively within large, complex codebases

Ability to articulate technical concepts to both technical and non-technical stakeholders

Proven ability to gather requirements from business users and collaborate across multiple teams and functions

Capability to translate business needs into technical solutions and explain technical constraints in business terms

Willing to understand and work on legacy applications when required

Willing to provide first class support to the business

Knowledge of rates products including Swaps, Securities, Options, and Repo

Preferred Qualifications, Capabilities and Skills

Prior experience with other financial risk stack platforms such as SecDB, Quartz, or Athena

Familiarity with risk methodologies and PnL calculation frameworks

Experience with distributed systems and real-time data processing

Proficiency with relational and NoSQL databases

Knowledge of modern development practices including CI/CD pipelines and containerization

Exposure to quantitative finance concepts and market risk measures

Understanding of regulatory reporting requirements in financial services

Experience is using AI tools like Claude , Copilot effectively

Understanding of Clould platforms like AWS

Carry out critical tech solutions across multiple technical areas as an integral part of an agile team

Sr Lead Software Engineer- Non Linear Rates Risk

Full Job Description

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