Senior Software Engineer (Risk Batch)

We are seeking a Risk & PnL Batch Developer to help run and improve enterprise end-of-day risk and PnL processing. You will build resilient batch pipelines, tune performance across databases and compute grids and deliver trusted VaR, Greeks and regulatory outputs under tight overnight deadlines. Work closely with quants, risk and production teams to keep critical runs on track.

Responsibilities

• Build and support distributed batch pipelines for PnL, Market Risk and Credit Risk outputs
• Tune performance across compute grids, databases and application memory to reduce batch runtimes
• Automate monitoring, alerting and recovery to improve resiliency and reduce manual intervention
• Investigate production issues, perform root-cause analysis and drive permanent fixes
• Partner with quants, risk managers, product control and production support on delivery and support needs
• Onboard new batch feeds and regulatory outputs based on business and operations priorities
• Improve runbooks and operational tooling to strengthen day-to-day supportability

Requirements

• Proven experience with Java, Perl and Python including multithreading, concurrency and memory optimization
• Strong Unix proficiency for troubleshooting and automation in production environments
• Hands-on experience with Apache Spark or similar distributed compute frameworks
• Strong SQL skills and experience working with high-throughput databases such as Sybase or Oracl
• Experience with enterprise scheduling tools such as Autosys or Stonebranch
• Working knowledge of risk and PnL concepts including Value at Risk (VaR), stress testing, Greeks and PnL explained
• Clear communication to translate quantitative requirements into reliable engineering outcomes

Nice to have

• Exposure to Basel frameworks such as Fundamental Review of the Trading Book (FRTB)
• Knowledge of equity derivatives and related risk sensitivities
• Experience with Git and Azure in CI/CD workflows for data or batch platforms

Benefits

• By choosing EPAM, you're getting a job at one of the most loved workplaces according to Newsweek 2021 - 2023
• Employee ideas are the main driver of our business. We have a very supportive environment where your voice matters
• You will be challenged while working side-by-side with the best talent globally. We work with top-notch technologies, constantly seeking new industry trends and best practices
• We offer a transparent career path and an individual roadmap to engineer your future & accelerate your journey
• At EPAM, you can find vast opportunities for self-development: online courses and libraries, mentoring programs, partial grants of certification, and experience exchange with colleagues around the world. You will learn, contribute, and grow with us