Senior Financial Risk Engineer

What you'll do:
We are looking for a Senior Financial Risk Engineer to own and evolve the core calculation engine behind our ALM and regulatory platform.

This is not a generic backend role. Your primary responsibility is the design and implementation of financial and risk calculations - interest rate risk (IRRBB), liquidity (LCR), stable funding (NSFR), economic value metrics, and balance sheet simulations - within a distributed, cloud-ready architecture.

You will sit at the intersection of:

• Quantitative / functional risk expertise (ALM, liquidity, regulatory capital), and

• Robust software engineering (Java, distributed compute, performance, correctness).

If you enjoy:

• Translating ALM, treasury, and Basel rules into executable models,

• Designing cash-flow engines and scenario frameworks,

• If numerical robustness and explainability of risk metrics at scale, then this role is designed for you.

Responsibilities:
• Lead the design and implementation of core financial/risk models in Java within the RiskPro calculation engine.

• Work with risk, treasury, and regulatory SMEs to:

• Validate calculation approaches against ALM desk practice and regulatory expectations

• Design scenario libraries and stress testing frameworks (rate shocks, liquidity stresses, balance sheet strategies)

• Implement unit, scenario, and regression test suites:

• Golden datasets with known outputs for IRRBB, LCR, NSFR, FTP, etc.

• Non-regression tests when regulatory rules or models are updated

• Collaborate closely with:

• Platform engineers on deployment, performance, and observability (Kubernetes, Ignite, OTEL)

• RRH teams to ensure consistent behaviour of the single-calculation / enrichment loop

• Contribute to and review technical specifications and design documents for calculation changes.

• Provide technical and functional mentorship to other developers in the squad on financial calculations.

Why we should decide on you:
Functional / Quantitative
• Several years working hands-on with ALM / Treasury / Risk calculation engines in banking or vendor software, covering at least some of:

• IRRBB (NII, EVE, gap/duration analysis)

• Liquidity risk: cash flow engines, LCR and NSFR calculation

• FTP and balance sheet optimisation, behaviour modelling (prepayment, decay)

• Deep familiarity with cash-flow-based modelling:

• Building/maintaining engines that project interest and principal flows over time

• Handling behavioural vs contractual views and multiple scenario overlays

• Strong understanding of banking products and their risk characteristics:

• Retail and wholesale deposits, term deposits, loans/mortgages, securities (bonds), off-balance sheet items, derivatives used for hedging

Technical / Engineering

• Strong software engineering skills in Java (preferably Java 11+):

• Solid OO and functional design, collections, concurrency

• Implementing performant algorithms for large-scale data processing

• Experience building calculation services that run as part of:

• Batch job frameworks, grid/distributed compute, or microservice-based calculation engines

• Competence with relational databases (e.g., MS SQL Server, Oracle, AzureSQL):

• Understanding of schemas that support risk / ALM data

• Comfortable with efficient querying and aggregation patterns

• Good understanding of:

• RESTful APIs and data contracts (JSON, OpenAPI)

• Working in a containerized environment (Docker, Kubernetes) with a basic understanding of how services scale and communicate

Nice to Have
• Experience with:

• Apache Ignite or other distributed in-memory grids / caches

• WebSocket-based result streaming or high-volume data export APIs

• OLAP or multidimensional analytics (ActiveViam Atoti, or similar)

• Prior work on:

• Unified risk and regulatory platforms where internal risk numbers must reconcile to regulatory filings

• Implementing or validating models against EBA / ECB / Basel III / CRR technical standards

• Familiarity with:

• OpenTelemetry (metrics, traces), correlation IDs, and traceability patterns for complex calculations

• Dev practices around model governance (model change logs, validation, challenger models)

How you work
• You think like both a quant and a software engineer: you care that the numbers are right, explainable, and repeatable, and that the code is robust and maintainable.

• You are comfortable debating behavioural assumptions, discount curves, and regulatory interpretations, then turning decisions into code and tests.

• You enjoy working in a cross-functional squad with product, architects, and domain experts, owning problems from idea to production.

• You are motivated by seeing how your calculations directly influence ALCO decisions, regulatory headroom, and capital efficiency for our clients.

Why you should decide on us:
• Let’s grow together, join a market leading SaaS company – our agile character and culture of innovation enables you to design our future.
• We provide you with the opportunity to take on responsibility and participate in international projects. 
• In addition to our buddy-program, we offer numerous individual and wide-ranging training opportunities during which you can explore technical and functional areas. 
• Our internal mobility initiative encourages colleagues to transfer cross functionally to gain experience and promotes knowledge sharing.
• We are proud of our positive working atmosphere characterized by a supportive team across various locations and countries and transparent communication across all levels. 
• Together we're better - meet your colleagues at our numerous team events.

 
To get a first impression, we only need your CV and look forward to meeting you in a (personal/virtual) interview!
Recognizing the benefits of working in diverse teams, we are committed to equal employment opportunities regardless of gender, age, nationality, ethnic or social origin, disability, and sexual identity.
Are you interested? Apply now!
https://www.regnology.net 
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