SVP, Principal Python Full Stack Engineer (Margin Calculation & System Integration)

Quick Facts

• Role: SVP, Principal Python Full Stack Engineer (Margin Calculation & System Integration)

• Focus: Margin calculation and collateral optimization for Securities Finance (Prime Services, Repo, Securities Lending, Wealth Solutions)

Description

Design and develop Python-based solutions for margin calculation and collateral optimization, including dynamic margin rules and VaR-based margin methodologies. Build analytics for IM, VM, SIMM, haircuts, eligibility, concentration limits, and liquidity optimization, and integrate pricing, risk, and collateral platforms via APIs and distributed processing. Deliver front-end margin calculation workflows using Angular and Next.js, and partner with Quant, Risk, and Operations to deploy scalable production capabilities.

Responsibilities

• Design and develop Python-based margin calculation and collateral optimization solutions

• Implement dynamic margin calculation systems (Rules-Based Dynamic Margin, Stress-Based Dynamic Margin, VaR-based Margin)

• Extend a margin rule engine for eligibility, concentration limits, and liquidity add-ons

• 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 workflows (drill-down grids, dashboards, intraday alerting views)

• Partner with Quant, Risk, and Operations teams to deliver scalable production solutions

Requirements

• Bachelor’s degree in computer science, engineering, or related discipline, or equivalent work experience

• 9–11 years of software development experience (securities/financial services a plus)

• 6+ years of Python development experience in Capital Markets

• Hands-on Python development with Pandas, NumPy, SQL, REST APIs, and Git

• 3+ years building data-intensive web UIs using Angular and/or Next.js, including tabular drill-downs and configuration dashboards

• Hands-on experience developing data pipelines across relational sources (Oracle, Snowflake) and streaming platforms (Kafka), plus real-time market data enrichment

• Hands-on experience with low-latency REST APIs and gRPC endpoints for calculators

• Proficiency with AI-assisted development tools (e.g., Codex, Devin, Claude Code)

• Experience with distributed caching (e.g., Hazelcast)

• Understanding of derivatives, collateral management, repo, securities financing, and margin methodologies (SIMM, IM/VM)

• Cloud technologies, Docker/Kubernetes, and distributed processing preferred

• Strong quantitative programming skills

Benefits

• Highly competitive compensation and benefits with a pay-for-performance philosophy

• Paid leaves, including paid volunteer time

• Access to flexible global resources and wellbeing programs (health, resilience, and financial goals support)

• 401(k) eligibility and company-sponsored medical, dental, vision, and basic life insurance plans, plus other paid time off benefits (subject to plan terms)