Senior Risk Developer - Credit - Build Risk & Analytics Infrastructure - Python / Java - Multi Billion Dollar Hedge Fund Platform - NYC - Up to $550k TC

Senior Risk Developer - Build Risk & Analytics Infrastructure - Python / Java - Multi Billion Dollar Hedge Fund Platform - NYC - Up to $550k TC

Our client is a technology-driven investment firm operating across global markets. Over a number of years, they have invested heavily in engineering, quantitative analyMulti tics, and data infrastructure, building an environment where technology plays a central role in how investment and risk decisions are made.

They are now looking to add strong software engineers to a team responsible for building scalable analytics and risk infrastructure across Credit and Fixed Income. This is not a support role. The systems built by this team sit close to the investment process itself and are used directly by portfolio managers, quantitative analysts, and risk teams across the business.

The Role

The work spans distributed systems, analytics infrastructure, and large-scale data engineering across a complex trading environment.

Key areas include:

• portfolio and exposure analytics
• stress testing and scenario analysis
• historical and real-time risk calculations
• large-scale market and risk data processing
• integration with specialist analytics platforms and quantitative libraries
• modernisation and automation of existing workflows

You will work closely with Portfolio Managers, Quantitative Analysts, Risk teams, and Trading Technology groups in a highly collaborative environment with direct visibility into how the systems are used.

The Technology

The core stack is centred around Python and Java. The wider platform includes distributed systems, cloud infrastructure, event-driven architectures, and containerised deployment environments.

Experience with technologies such as AWS, Kafka, Snowflake, Kubernetes, Docker, or similar modern infrastructure tooling is beneficial but not essential.

What They’re Looking For

Candidates should typically have:

• 3–8 years of software engineering or quantitative technology experience
• strong Python and/or Java development skills
• experience building data-intensive or analytics-heavy systems
• experience within risk technology, quantitative engineering, pricing, or fixed income technology environments

Exposure to Credit or Fixed Income products is highly beneficial, particularly around:

• credit analytics
• fixed income risk
• structured products
• portfolio risk systems

The firm is open to candidates from investment banks, electronic trading firms, quantitative trading firms, or hedge funds. Prior buy-side experience is not required.

Why This Role Stands Out

For engineers coming from larger financial institutions, this is an opportunity to work in a leaner environment with greater ownership, faster iteration cycles, and much closer proximity to investment and risk decision making.

The engineering challenges are technically demanding, the systems are commercially important, and strong engineers are given meaningful autonomy from an early stage.