Risk Software Developer
Role details
Job location
Tech stack
Job description
As a valued member of the Technology department, the Software Developer will be working daily within the Risk stream. There is an opportunity to learn the various areas of Risk & Compliance through development and collaboration and by improving business processes.
The Developer will be joining a dynamic team that are building a strategic system-scape. There will be the capability to help shape Technology growth and add significant value to the Risk department. The Developer will, via technology, help to enable growth whilst automating and improving reporting & complex calculations across areas including Market Risk, Clearing Risk, Counterparty Risk and Operational Risk.
The Developer will operate within the Risk Engines team, who focus primarily on the implantation and integration of new and existing Risk Methodologies as per the requirements of our key stakeholders.
Key relationships need to be maintained both within the Risk Engines team and the wider Development community within Marex. The Developer will work closely with Risk Application Support and other key functions such as Platform Engineering and IT Security.
The operational challenges to be addressed include delivering high-quality solutions to meet the demands of a fast-growing, data-intensive department.
Responsibilities
Role specific:
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Assist in the creation and enhancement of Marex's key Risk Engines. Such as:
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Potential Future Exposure (PFE) Engine
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Market Risk Limits Engine
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CVaR (Client Value at Risk)
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Assist with Integrating key applications, processes and data inherited by Marex through acquisitions.
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Comfortable with using Agentic AI to assist in code generation, expectation would be to understand it's output, being able to both challenge and defend code generated.
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Integration and standardisation of input and output data through Marex's key Risk vendor platforms.
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Develop and maintain procedures, workflows and other documentation relating to our Risk Engines.
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Keep up to date with key industry and technology developments as they relate to best practices in the financial services industry, including Agentic AI practices.
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Locate and define new process improvement opportunities.
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Work with stakeholders to maintain effective backlog management.
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Liaise with QA team to establish and maintain a suitable testing strategy. Strong domain knowledge is essential, being able to understand business needs and convert them into high quality output.
Requirements
- A collaborative team player, approachable, self-efficient and influences a positive work environment.
- Demonstrates curiosity.
- Resilient in a challenging, fast-paced environment.
- Strategic collaborator with insight and agility, able to anticipate and communicate future challenges, ensuring operational effectiveness.
Skills and Experience: Essential:
- Full-stack Python Software Developer skills, specialising in numerical processing using Pandas, Numpy, Polars, PySpark, Coroutines, async tasks and Unix
- Building scalable applications, with intensive risk-based processing.
- Package software for distribution (eg Docker, Poetry, python-wheels, PyInstaller, Databricks bundles)
- Databricks, Data persistence with relational or non-relational databases.
- Familiarity with Cloud Data Technologies, especially AWS (ECS, Lambda, S3, EventBridge)
- Logging patterns, especially Splunk
- Experience using TDD and/or automation testing (Use of BDD frameworks is a bonus)
- Software development methodologies (Sprints/Agile) and project management software (Jira Software)
Desirable:
- C#, Typescript React
- Experience working in a regulated environment and knowledge of the risk and compliance requirements associated with this.
Conduct Rules, You must:
- Act with integrity
- Act with due skill, care and diligence
- Be open and cooperative with the FCA, the PRA and other regulators
- Pay due regard to the interests of customers and treat them fairly
- Observe proper standard of market conduct
- Act to deliver good outcomes for retail customers