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Tier-1 brand plus metro location, but senior niche quant risk specialization limits applicant density.
Role requires deep market-risk quantitative experience and banking domain knowledge, so fit is highly industry-specific.
Explicit 12+ years, VP seniority, and mandatory domain and tech stack make filtering highly stringent.
Lead architecture and hands-on development of scalable, high-performance Python applications and platforms focused on quantitative computation for market risk.
Own full lifecycle project delivery including planning, governance, budgeting, and enforcing software development best practices within globally distributed teams.
Act as key technical liaison with Risk, Quant, Front Office, DevOps, and Production Support to align technology solutions with business needs.
12+ years of hands-on Python application development experience with expertise in Python 3.x and advanced computation libraries (NumPy, Pandas, SciPy).
Strong experience in distributed systems architecture, RESTful API and database design (relational and NoSQL).
Proven background in market risk domain delivering Stress Testing and Regulatory Risk projects.
Experience with cloud platforms (AWS or IBM symphony), containerization (Docker), orchestration (Kubernetes), CI/CD pipelines, automated testing frameworks, and Git version control.
Technically deep individual contributor and leader capable of architecting complex quantitative computation platforms supporting market risk functions.
Experienced in driving code quality, governance, and modern software engineering practices in large-scale, regulated financial environments.
Comfortable working cross-functionally with global teams including risk managers, quants, front office, and executive stakeholders, balancing technical excellence with business priorities.