Back to SearchSenior Software Engineer (Risk Batch)
Office in Hong Kong S.A.R: Hong Kong
Perl& 4 others
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We are seeking a Risk & PnL Batch Developer to help run and improve enterprise end-of-day risk and PnL processing. You will build resilient batch pipelines, tune performance across databases and compute grids and deliver trusted VaR, Greeks and regulatory outputs under tight overnight deadlines. Work closely with quants, risk and production teams to keep critical runs on track.
Responsibilities
- Build and support distributed batch pipelines for PnL, Market Risk and Credit Risk outputs
- Tune performance across compute grids, databases and application memory to reduce batch runtimes
- Automate monitoring, alerting and recovery to improve resiliency and reduce manual intervention
- Investigate production issues, perform root-cause analysis and drive permanent fixes
- Partner with quants, risk managers, product control and production support on delivery and support needs
- Onboard new batch feeds and regulatory outputs based on business and operations priorities
- Improve runbooks and operational tooling to strengthen day-to-day supportability
Requirements
- Proven experience with Java, Perl and Python including multithreading, concurrency and memory optimization
- Strong Unix proficiency for troubleshooting and automation in production environments
- Hands-on experience with Apache Spark or similar distributed compute frameworks
- Strong SQL skills and experience working with high-throughput databases such as Sybase or Oracl
- Experience with enterprise scheduling tools such as Autosys or Stonebranch
- Working knowledge of risk and PnL concepts including Value at Risk (VaR), stress testing, Greeks and PnL explained
- Clear communication to translate quantitative requirements into reliable engineering outcomes
Nice to have
- Exposure to Basel frameworks such as Fundamental Review of the Trading Book (FRTB)
- Knowledge of equity derivatives and related risk sensitivities
- Experience with Git and Azure in CI/CD workflows for data or batch platforms