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# SVP, Principal Python Full Stack Engineer - Margin Calculation and System Integr

- **Company:** The Bank of New York Mellon Corporation
- **Location:** New York, NY, United States
- **Experience:** Expert
- **Contract:** Permanent contract
- **Skills:** Java (Programming Language), Application Programming Interfaces (APIs), Application Performance Management, Automation of Tests, Cloud Computing, Cloud Engineering, Code Review, Computer Programming, Computer Engineering, IBM ILOG CPLEX Optimization Studio (CPLEX), Distributed Computing Environment, Hazelcast, Python (Programming Language), NumPy, Oracle (Applications), Reference Data, Distributed Caching, Rule Engine, Next.js, Single In-Line Memory Module (SIMM), Software Engineering, SQL Databases, Systems Integration, Claude Code, Snowflake, Git, Pandas, AngularJS, Kubernetes, Apache Kafka, Restful APIs, Data Pipelines, Docker
- **Published:** November 7, 2026
- **Apply:** https://jobs.localjobnetwork.com/apply/add/88807064/1

## About the Role

* Bachelor's degree in computer science engineering or a related discipline, or equivalent work experience required
 * 9-11 years of experience in software development required; experience in the securities or financial services industry is a plus.
 * 6+ years of Python development experience in Capital Markets.
 * Strong hands-on experience with Python, Pandas, NumPy, SQL, REST APIs, and Git.
 * 3+ years of experience building data-intensive web UIs using Angular and/or Next.js, including tabular margin drill-downs and configuration dashboards
 * Hands-on experience with data pipeline development across relational sources (Oracle, Snowflake) and streaming platforms (Kafka), and real-time market data enrichment
 * Hands-on experience in low-latency REST APIs and gRPC endpoints for calculators
 * Proficiency with AI-assisted development tools such as Codex, Devin, or Claude Code for accelerating feature delivery, automated test generation, and agentic code review
 * Experience with distributed caching (e.g. Hazelcast )
 * Good understanding of derivatives, collateral management, repo, securities financing, and margin methodologies (SIMM, IM/VM).
 * Exposure to cloud technologies, Docker/Kubernetes, and distributed processing is preferred.
 * Strong quantitative programming skills

Preferred Domain Experience

 * Prime Services, Repo and securities lending
 * Margin & Collateral Management

Preferred Background

 * Experience in Java
 * Experience with optimization libraries such as OR-Tools, Pyomo, CVXPY, PuLP, Gurobi, or CPLEX.
 * Knowledge of Regulatory Margin Frameworks like Reg T, FINRA 4210, 15c3-1, US Portfolio Margin.
 * Experience with securities reference data, securities market data and client account hierarchy.

## Description

* Development of dynamic margin calculation system, including Rules-Based Dynamic Margin, Stress-Based Dynamic Margin and VaR based Margin methodologies.
 * Extend Margin rule engine for rules related to eligibility, concentration limits, and liquidity add-on etc.
 * Develop analytics for IM, VM, SIMM, haircuts, eligibility, concentration limits, and liquidity optimization.
 * Integrate pricing, risk, and collateral platforms through APIs and distributed processing frameworks.
 * Optimize application performance, automation, and cloud-native deployments.
 * Build and maintain Angular and Next.js front-end applications for margin calculation workflows, including margin drill-down grids, rule and override configuration dashboards, and intraday alerting views for Margin Ops and Risk teams
 * Partner with Quant, Risk, and Operations teams to deliver scalable production solutions.