New York, New York, United States
Lead Risk Engineer for Systems Integration at Global Financial Services Firm
• Python backend development: FastAPI, Kafka, MongoDB, SQL Server, Docker, Pytest
• Counterparty credit risk (CCR): potential future exposure (PFE) risk engine system integration
• System design and data modeling
Technology Lead for VaR Time Series Construction at Global Bank Capital Markets
• Leading team of 5 quantitative developers in US, India
• Python, pandas, multiprocessing
Senior Software Engineer for FRTB IMA implementation at Top UK Investment Bank Market Risk
• C#, .NET 6, MongoDB, SQL Server, REST API, Python, FastAPI, XUnit, Entity Framework
• Software architecture and design