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Tier-1 bank role, metro location, and popular Python backend title increase competition despite quant specialization.
Requires market-risk quantitative experience and banking domain knowledge, so background fit sensitivity is high.
Explicit 8+ years, domain-specific quant/risk and extensive mandatory tech stack indicate high shortlisting strictness.
Lead architecture, design, and hands-on development of scalable, highly available Python applications and software platforms for quantitative computations.
Own technical initiatives end-to-end including planning, governance, budgeting, and enforcing SDLC, code quality, and modern engineering practices.
Collaborate closely with Risk, Quants, Front Office, DevOps, and Production teams globally, ensuring smooth delivery and effective communication across stakeholders.
8+ years of hands-on Python application development experience with deep expertise in Python 3.x, frameworks (FastAPI, Django, Flask), distributed systems, and database design (relational and NoSQL).
Experience with cloud platforms (AWS or IBM Symphony Grid), containerization (Docker), orchestration (Kubernetes), CI/CD pipelines, automated testing frameworks, and secure coding practices.
Strong domain experience in quantitative computation and market risk including stress testing, VaR, and regulatory risk project delivery.
Work Experience Required: 8+ years of hands-on experience explicitly stated in the JD.
Experienced technical leader capable of independently managing complex software projects with accountability for architecture, delivery, and governance.
Deep domain knowledge in quantitative finance and market risk, with proven delivery of regulatory and stress-testing risk projects.
Comfortable working in a globally matrixed environment collaborating with multiple business units and technical teams, demonstrating strong cross-functional stakeholder management.