Senior Python Developer — Risk Calculation Engine

Numerical Technologies LTD is a leading provider of custom software solutions and services specializing in risk, limits, and regulatory capital systems. We are currently looking for a Junior/Middle Python Developer to join our team.

What will you be doing?
You will design and build risk calculations for Hypothetical P&L, Risk-Theoretical P&L, and Historical VaR — owning the full HVaR pipeline end-to-end, and architecting calculation components for the upcoming Expected Shortfall extension. Along the way, you will optimise compute-intensive batch and intraday workloads, own quality through automated testing and reconciliation frameworks, and collaborate closely with quant developers and the Historical Data Store team.

What are we looking for?

• Programming: Expert-level in at least one of Python, C++, or Java/Scala, with strong Python regardless (the analytics ecosystem is Python-centric).
• Distributed/large-scale compute: Experience building or operating high-throughput calculation platforms — grid computing, Spark/Dask/Ray, or in-house distributed batch frameworks; profiling and optimising numerical workloads.
• Risk domain: Working knowledge of market risk measures — VaR (historical simulation in particular), P&L vectors, scenario shocks (absolute/relative/log returns), aggregation and netting.
• Data engineering fundamentals: Handling large time-series and position datasets efficiently (columnar formats, partitioning, memory management).
• Engineering practice: CI/CD, automated testing of numerical code (tolerance-based comparison, golden datasets), code review culture.

Nice to have: 

• Experience with HPL/RTPL production and PLA testing.
• Numerical computing depth: numpy/scipy internals, vectorisation, GPU acceleration.
• Experience integrating with quant pricing libraries via C++/Python bindings.

What we offer:

• Competitive compensation depending on experience and skills.
• Regular assessments and salary reviews.
• Paid personal days.
• Mental health support program.
• Language classes.
• Flexible working schedule.