SVP Principal Python Full Stack Engineer

Develop Python-based margin calculation and collateral optimization systems for securities finance businesses. Build margin methodologies, analytics, APIs, data pipelines, and web interfaces, integrating pricing, risk, and collateral platforms. Collaborate with Quant, Risk, and Operations teams to deliver scalable production solutions.

Responsibilities

• Design and develop Python-based margin calculation and collateral optimization solutions.
• Build dynamic margin calculations using rules-based, stress-based, and Va
• R methodologies.
• Extend margin rule engines for eligibility, concentration limits, and liquidity add-ons.
• Develop analytics for initial and variation margin, SIMM, haircuts, eligibility, concentration limits, and liquidity optimization.
• Integrate pricing, risk, and collateral platforms through APIs and distributed processing frameworks.
• Build and maintain Angular and Next.js applications and optimize performance, automation, and cloud-native deployments.

Required Skills

• Python
• Pandas
• Num
• Py
• SQLREST APIs
• Angular
• Next.js
• Oracle
• Snowflake
• Kafka