Senior Software Engineer

In this role you will lead the design, evolution, and optimisation of the market risk calculation and reporting platform, ensuring accurate VaR and regulatory reporting. You will architect and optimise cloud-native risk data platforms handling billions of records across asset classes. You will partner with Market Risk, Quant Analytics, Trading, and Technology to translate mathematical and regulatory requirements into scalable production solutions. You will provide technical leadership for platform modernization, performance, resilience, and data platform optimisation, while guiding agile delivery. This role offers impact on risk infrastructure at a leading UK bank and opportunities to shape,

• pension contribution up to 15%
• annual performance-related bonus
• share schemes including free shares
• discounted shopping
• 30 days’ holiday plus bank holidays
• wellbeing initiatives

• Lead design and ongoing evolution of the market risk calculation and reporting platform
• Architect and optimise large-scale cloud-native risk data platforms
• Collaborate with Market Risk, Quant Analytics, Trading and Technology teams to translate requirements into scalable solutions
• Provide technical leadership for platform modernisation, cloud migration, performance improvements, and resilience enhancements
• Act as senior delivery lead guiding agile delivery teams and managing complex dependencies
• Support regulatory reporting requirements and intraday risk calculation methodologies

• Advanced risk engine expertise (Historical-Simulation VaR and sVaR)
• Experience with risk sensitivities and VaR reporting (standalone vs contributory)
• Proven track record in complex risk model migrations and proxy methodologies
• Experience with IBOR/RFR transitions and FDSF integration into risk systems
• High-performance architecture for cloud-native data platforms
• Deep SQL Server and Azure SQL Hyperscale expertise
• Front-to-back cross-asset platform integration with Murex and Summit
• Strong delivery leadership and collaboration with Quants, Risk, and Core IT

• leadership
• cross-functional collaboration
• problem solving
• SQL Server
• Azure SQL Hyperscale
• performance tuning