Java/Polypaths/Polypath/Numerix Developer/Programmer/Software Engineer, English speaking

Project overview

Java/Polypaths/Polypath/Numerix Developer/Programmer/Software Engineer, English speaking

Hybrid working conditions: 2 days on site (New York) per week, 3 days per week remote

Skills:

Deep Polypath expertise, or an adjacent risk/trading platform such as: Murex, Sophis, FrontArena etc

Strong programming skills in Java & Python

Solid experience and business knowledge of market risk within banking/financial markets

Strong understanding of Fixed Income products

Experience with structured products: Mortgage-Backed Securities (MBS), Collateralized Mortgage Obligations (CMOs)

Other securitised or structured Fixed Income products

Ability to work with both technical and functional teams

Strong analytical skills and ability to explain risk concepts clearly

Experience supporting risk models, valuation tools, or market risk systems

About the Role:

Our clients New York office is seeking an experienced Market Risk Specialist to support day-to-day activities with a particular focus on Fixed Income products and the PolyPath platform. The ideal candidate is a senior market risk professional with strong expertise in Java & Python, and broad Fixed Income product knowledge (particularly in structured products) such as Mortgage-Backed Securities and Collateralized Mortgage Obligations.

Responsibilities

Support and maintain market risk platforms and tooling used across the Fixed Income business, including PolyPath

Investigate and resolve platform calculation issues, including valuation breaks and batch/end-of-day processing failures

Support daily market risk processes on the Fixed Income book, applying strong business knowledge of risk within banking

Develop and maintain Python and Java tooling to support data extraction, automation, and risk reporting across market risk systems

Apply Fixed Income product knowledge to validate pricing, cashflows, and risk outputs, including structured products such as MBS and CMOs

Support and maintain the risk models, valuation tools, and market risk systems underpinning Fixed Income risk, with a particular focus on PolyPath

Assist with data quality checks and reconciliations between trade/position feeds and risk and valuation systems

Contribute to the build-out and maintenance of internal reporting and dashboarding tools supporting market risk oversight

Act as a liaison between technical teams and business stakeholders on market risk and platform matters

Explain risk concepts, calculations, and platform behaviour clearly to both technical and non-technical stakeholders

Support ad-hoc analysis, scenario testing, and investigations requested by risk management or model teams

Document known issues, workarounds, and processes to support knowledge continuity across the risk function

12 months extendable contract

Flexible start date (ie immediate to 3 months notice)

Working for well established company

(If this position do not fit within your experience or is of no interest to you we offer a recommendation fee for any consultant you refer we successfully make a placement with).

Project details

• Start: Negotiable/Flexible
• Duration: 12 months extendable
• Location: New York New York, United States of America, US