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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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