Senior Systems Engineer – Risk Systems & Data Analytics

Location:UK

Industry:Financial Services (Front Office/Trading, Risk Management)

Employment Type:Permanent

Up to £135 + B&B

Role Overview

An experiencedSenior Systems Engineerwith expertise in developing, optimizing, and supporting risk systems and performance analytics platforms. The ideal candidate will have strong hands-on development experience, deep understanding of financial risk metrics, and the ability to collaborate with cross-functional teams. This role focuses onreal-time systemsand advanced analytics tools in a high-pressure trading or investment environment.

Key Responsibilities

• Develop, enhance, and maintain real-time risk management tools and frameworks.
• Implement and integraterisk models(e.g., VaR, CVaR, stress testing) andperformance attribution tools.
• Collaborate with internal teams to align risk analytics platforms with trading and regulatory requirements.
• Build and optimizedata pipelinesusing SQL and Python to support high-frequency data processing.
• Leverage advanced analytics techniques, including factor modeling, Monte Carlo simulations, and scenario analysis.
• Design and deployquantitative frameworksfor portfolio optimization, risk exposure analysis, and performance reporting.
• Support the integration ofMSCI BARRA-ONEand similar vendor platforms for multi-asset risk modeling.
• Work closely withtrading desks, portfolio managers, and risk teamsto develop tailored analytics solutions.
• Act as the bridge between technology and business needs, ensuring scalability and efficiency.
• Develop scalable, cloud-based solutions for financial risk analytics, ensuring robustness and real-time performance.
• Employ best practices in CI/CD pipelines, containerization (e.g., Docker), and cloud infrastructure (e.g., Azure).

Key Skills & Qualifications

• Proficiency inPython,SQL, andDjango; experience with R, C++, or MATLAB is advantageous.
• Knowledge of financial APIs and platforms such asBloomberg,FactSet, andMSCI BARRA-ONE.
• Hands-on experience in buildingETL pipelines,RESTful APIs, and real-time risk systems.
• Strong foundation in quantitative modeling, includingVaR,performance attribution, andfactor-based investing.
• Familiarity withportfolio optimizationtechniques (e.g., Black-Litterman, Markowitz).
• Previous experience infront-office tradingenvironments, particularly withininvestment bankingorwealth management.
• Ability to design analytics platforms that cater to bothregulatory complianceandbusiness efficiency.
• Degree in a quantitative field (e.g., Physics, Economics, Mathematics).
• Certifications inQuantitative FinanceorMachine Learningare highly desirable.

Preferred Profile

• Hands-on technical consultant, not too senior but with the ability to lead small teams.
• Experience ininvestment banking,trading systems, orreal-time risk platforms.
• Strong focus on practical solutions, vendor integration, and cross-functional collaboration.

Offer

• Competitive remuneration package.
• Opportunity to work in a high-caliber team with cutting-edge technologies.
• Career progression and development within a leading financial institution.

Note:Candidates with heavy quant-trading backgrounds without risk/performance focus are less suited for this role.