Portfolio Risk

Portfolio Risk Engineer Jobs

2 jobs found

13d ago

Python Senior Lead Software Engineer- Fixed Income Systematic Portfolios

JPMorganChase New York, NY

New York, NY

13d ago

$171k - $260k/yr Full time Python Senior Data Integration

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Job Description

Senior Python Lead Software Engineer for Fixed Income Systematic Portfolios with JPMorganChase, on-site in New York, NY, part of Asset and Wealth Management, responsible for designing and delivering production systems for portfolio optimization and performance insights.

Responsibilities

Lead the design and delivery of core systematic portfolio tooling, translating quantitative research and portfolio requirements into stable production systems.
Collaborate with portfolio managers and quantitative researchers to build optimization, risk/exposure, and performance-insight workflows that are transparent and actionable for stakeholders.
Drive end-to-end automated workflows spanning data, analytics, execution, and controls, elevating reliability, scalability, and operational excellence.
Provide ongoing technical guidance to the business and its technical teams, contractors, and vendors.
Develop secure, production-grade code and review peers' work to maintain code quality and correctness.
Promote adoption and governance of AI-assisted engineering practices across teams to improve code quality, delivery speed, and operational outcomes, while establishing measurable validation standards and encouraging reuse of proven patterns within the SDLC/TLM toolchain.
Leverage SDLC tooling and approved AI-assisted development capabilities to maximize automation value at scale.
Influence product design, application functionality, and technical operations through strategic decisions.
Act as a function-wide subject matter expert in designated focus areas.
Contribute to the engineering community by advocating firmwide SDLC frameworks, tools, and practices.
Encourage peers and project decision-makers to adopt and apply leading-edge technologies.

Requirements

Formal training or certification in software engineering with at least five years of practical experience.
Hands-on experience delivering system design, application development, testing, and maintaining operational stability.
Advanced Python programming proficiency.
Ability to independently address design and functionality challenges with minimal supervision, balancing speed, rigor, and risk.
Practical cloud-native experience, including building, deploying, and operating services with strong observability and resilience.
Experience with systematic investing or quantitative analytics workflows, handling market or portfolio data and delivering performance and risk insights for stakeholders.
Familiarity with portfolio optimization concepts and tooling (such as commercial solvers), the ability to productionize research prototypes into scalable services, plus knowledge of interactive research/prototyping workflows (notebooks) and performance-focused compute patterns (parallel/asynchronous processing).
Proven experience guiding the use of enterprise-approved AI-assisted development tools for coding, code review, test acceleration, and troubleshooting, and setting team standards for validating AI outputs for correctness, performance, and security.
Strong understanding of responsible AI use in engineering, including data sensitivity, secure handling of inputs/outputs, and adherence to resiliency and security expectations; experience coaching senior engineers on compliant usage patterns and controls.
Background in computer science, computer engineering, mathematics, or a related technical field.

Technologies

Python
Java
Kotlin
Clojure
Gurobi
Axioma
MSCI Open Optimizer
Bloomberg
FactSet
Notebooks
AI-assisted software development tools

Benefits

Comprehensive health care coverage
On-site health and wellness centers
Retirement savings plan
Backup childcare
Tuition reimbursement
Mental health support
Financial coaching

Compensation

USD 171,000 - 260,000 per year

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19d ago

Vice President, Software Engineer

Morgan Stanley New York, NY

New York, NY

19d ago

$190k - $210k/yr Full time Backend Developer Manager Senior

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Job Description

At Morgan Stanley, this Vice President Software Engineer role offers an opportunity to lead the design, architecture, and delivery of a risk management platform used by large hedge funds and institutional clients. The position emphasizes scalable risk calculation, regulatory compliance, and automated reporting, with mentorship and cross-team collaboration across the firm. It is a hybrid role in New York, with a salary range of USD 190,000 to 210,000 per year, and telecommuting up to one day per week.

Responsibilities

Drive the ongoing evolution of the risk management system to address regulatory updates, new business initiatives, and efficiency gains.
Design and architect modules of the Risk Calculator platform to meet complex requirements for major hedge funds and institutional clients.
Develop solutions that process and compute risk across a broad spectrum of asset classes.
Incorporate advanced simulation engines to forecast portfolio risk under hypothetical market scenarios, enabling stress tests and what-if analyses.
Build systems capable of handling millions of risk metrics daily, utilizing distributed computing and scalable architectures to ensure performance and reliability.
Translate intricate business processes and financial product knowledge into actionable technical solutions through collaboration with stakeholders to align with business objectives.
Design and implement interfaces for automated risk reporting, margin calculation, and integration with upstream and downstream systems, supporting real-time and batch processing.
Ensure the risk management platform complies with industry regulations.
Provide hands-on guidance, code reviews, and mentorship to development teams, promoting best practices in software engineering, design patterns, and system scalability.
Telecommuting permitted up to one day per week.

Requirements

Bachelor’s degree in Data Science, Computer Science, Engineering (any) or related field
Five years of experience in the offered role or five years as a Java/Scala Developer, Senior Manager, Associate, or related technology role
Experience with high-performance, low-latency distributed systems
Proficiency in Java
Proficiency in Python
Proficiency in Spring Boot
Experience with SQL, NSQL, and hybrid databases
Experience with microservices architecture
Experience with Docker
Experience with Kubernetes
Experience with Kafka
Real-time streaming data processing and performance tuning for sub-millisecond execution
Cloud-native deployments on AWS or Azure
Experience with stress testing
Knowledge of PV01 (Price Value of 01)
Knowledge of trade lifecycle workflows in equities, fixed income, and derivatives
Knowledge of VaR

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Portfolio Risk Engineer Jobs

Python Senior Lead Software Engineer- Fixed Income Systematic Portfolios

Vice President, Software Engineer

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