VA
Software Engineer
Vallum Associates
New York · On-site Full-time Mid Level 1w ago
About the role
Overview
We are seeking a Software Engineer to build and enhance scalable data platforms supporting risk and regulatory reporting within Capital Markets. This role focuses on engineering robust, high-performance systems that power intraday risk, end-of-day processes, and regulatory reporting (including FRTB), with strong emphasis on data integrity, lineage, and platform reliability.
Key Responsibilities
Platform & System Engineering
- Design and develop scalable backend systems and services supporting risk and regulatory data workflows
- Build reusable frameworks and components for data ingestion, processing, and validation
- Develop APIs and services to expose risk data to downstream consumers
Data Platform Development
- Engineer systems supporting:
- Intraday risk data delivery (low latency)
- End-of-day (EOD) batch processing
- Regulatory reporting pipelines (FRTB)
- Implement robust data transformation and validation logic
Data Quality & Governance
- Embed data quality controls, validation rules, and reconciliation logic into platform components
- Ensure data lineage, traceability, and auditability across systems
- Support and enforce data contracts for downstream systems
Performance & Scalability
- Optimize systems for high-throughput, low-latency processing
- Ensure resilience and fault tolerance in distributed environments
Collaboration
- Work closely with Risk, Front Office, and Quant teams to align on data requirements
- Partner with Data Engineers and Architects on platform evolution
Required Experience
- 5–10+ years in software engineering, preferably in Capital Markets or financial services
- Experience building distributed systems and data-intensive applications
- Exposure to risk or regulatory data workflows (market risk, PnL, FRTB)
Technical Skills
- Strong programming: Java, Scala, or Python
- Experience with:
- Distributed systems design
- Event-driven architectures
- Microservices / API development
- Familiarity with data technologies:
- Apache Spark
- Kafka or similar messaging systems
- Cloud experience: AWS, Azure, or GCP
Skills
AWSApache SparkAPI developmentAzureCloudDockerEvent-driven architecturesGCPJavaKafkaMicroservicesPythonScalaScalable backend systemsdistributed systems
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