Senior Risk Engineer

Responsibilities

• Architect, build, and own production-grade components of the Risk Technology platform.
• Develop cross-asset risk capabilities covering Greeks, sensitivities, stress scenarios, VaR, P&L vectors and attribution, limits, factor analytics, margin, and exposure aggregation.
• Partner with Portfolio Managers, Risk Managers, and Quant Research to solve derivatives, risk, and portfolio challenges from definition through production.
• Build APIs, data pipelines, and interactive decision tools for trade-, POD-, strategy-, and fund-level analysis.
• Translate pricing and risk methodologies into scalable, explainable services with model assumptions, calibration, validation, and controls.
• Build Risk Intelligence tools using research, risk analytics, and AI to support scenario analysis, exposure analysis, P&L diagnosis, and validated natural-language analytics.
• Engineer and operate resilient risk services while integrating position, market, reference, internal, and third-party data and analytics.
• Own production issues and contribute to architecture reviews, code reviews, roadmap planning, and knowledge sharing.

Requirements

• 7+ years of relevant experience in software engineering, quantitative development, or risk technology within a hedge fund, asset manager, investment bank, or comparable capital-markets environment.
• Meaningful experience with front-office or market-risk systems and a strong record of designing, building, and supporting production-grade risk, pricing, or trading systems.
• Advanced Python, Java, and SQL skills, with proficiency in at least one comparable language.
• Practical experience with APIs, distributed or event-driven architectures, databases, data pipelines, and large-scale processing.
• Strong understanding of derivatives and cross-asset risk analytics, including option pricing, Greeks, scenario analysis, and VaR.
• Strong architecture and engineering judgment focused on maintainability, testability, performance, controls, and operational resilience.
• Ability to assess model outputs, challenge assumptions, trace discrepancies, and explain conclusions to technical and non-technical stakeholders.
• Experience integrating internally developed and third-party pricing and risk libraries across asset classes, including data lineage, reconciliation, consistency, and controls.
• Clear communication and evidence of technical leadership through judgment, ownership, and delivery.
• Preferred experience includes machine learning, large language models, agentic tools, AI-assisted development, modern engineering and data platforms, cloud infrastructure, containers, streaming, data lineage, observability, and multi-asset risk knowledge.

Benefits

• Training and development opportunities.
• Physical, mental, and financial wellness resources.
• Time-off, retirement, and commuter benefits.
• Gym reimbursement and other discounts.
• Annual incentive plan eligibility.
• The posting describes Capstone as a collaborative, inclusive workplace with opportunities to innovate and direct exposure to senior leadership.