Positions, PnL, and hedging all run through our Mid-Office team.
When the numbers our traders and risk team rely on are wrong, this is where it gets found and fixed.
The roleWe're looking for a Software Engineer to join our Mid-Office team in this role, you'll own the systems that keep positions, PnL, and hedging correct across every venue we trade.
You build and run the platform, and you're the one who notices when a number looks wrong and follows it until you know why.
You will:Own the books.
Do the quant work.
Build and refine our hedging, Greeks, margin models, and early exercise premium calculations.
Surface the risk.
Build the risk views and calculations that show traders and the risk team what exposure we're carrying.
Work side by side with traders and researchers, making sure the data they rely on is correct and available.
Provide the data that internal stakeholders and regulators require, PnL breakdowns, trade surveillance, treasury accounting, and compliance.
Spot discrepancies in live data, trace the root cause, and maintain what you ship.
What we're looking forAn engineer at heart with a strong quantitative background.
Real enthusiasm for the engineering work.
A relevant educational background, ideally in a quantitative field such as Mathematics, Econometrics or Computer Science.
Professional work experience with Python, Grafana and PostgreSQL.
Strong Debugging.
You can trace problems to their source even in unfamiliar systemsA critical mind that follows things until completion, high ownership, and clear communication in EnglishNice to haveExperience in finance (ideally trading), on the systems behind positions, PnL, risk, and hedgingWhat'.