FRTB Python Developer

Title: FRTB Python Developer

Location: New York City, New York (Midtown)

Pay Rate: $73.68/hr

Required Skills & Experience

• 7-10 years of professional software development experience with Python in an enterprise environment
• Experience supporting Market Risk, Regulatory Reporting, Capital Markets, or Global Markets technology teams
• Strong understanding of FRTB, Basel 2.5, VaR, Stressed VaR
• Expected Shortfall, or market risk frameworks
• Experience building scalable data-processing pipelines using Python
• Strong SQL skills and experience working with large relational databases
• Experience developing REST APIs, backend services, and data integration solutions
• Experience working with risk, trade, market data, or P&L datasets
• Ability to partner directly with Risk Managers, Quantitative Analysts, and Front Office stakeholders
• Experience within Agile development environments utilizing Git, CI/CD, and automated testing
• Strong troubleshooting and performance optimization skills for high-volume data processing application

Job Description

We are seeking a highly skilled Python Developer to join our Risk Technology team supporting strategic regulatory initiatives across FRTB (Fundamental Review of the Trading Book) and Basel 2.5. This individual will partner closely with Risk, Front Office, Product Control, Quantitative Analytics, and Technology teams to design, develop, and enhance platforms responsible for market risk calculations, data transformation, regulatory reporting, and capital requirement analytics. The ideal candidate has a strong Python development background in financial services and experience working with large-scale risk and trading datasets.