SVP, Principal Python Full Stack Engineer – Margin Calculation and System Integration
BNY Mellon1 day ago
Responsibilities
- Design and develop Python-based margin calculation and collateral optimization solutions.
- Build dynamic margin calculation capabilities covering rules-based, stress-based, and VaR-based methodologies.
- Extend the margin rule engine for eligibility, concentration limits, liquidity add-ons, and related rules.
- Develop analytics for IM, VM, SIMM, haircuts, eligibility, concentration limits, and liquidity optimization.
- Integrate pricing, risk, and collateral platforms through APIs and distributed processing frameworks.
- Optimize application performance, automation, and cloud-native deployments.
- Build and maintain Angular and Next.js front-end applications for margin workflows, drill-down grids, configuration dashboards, and intraday alerting views.
- Develop data pipelines across relational sources and streaming platforms, including real-time market data enrichment.
- Build low-latency REST APIs and gRPC endpoints for calculators.
- Partner with Quant, Risk, and Operations teams to deliver scalable production solutions.
Requirements
- Bachelor's degree in computer science engineering or a related discipline, or equivalent work experience.
- 9–11 years of software development experience, with securities or financial-services experience preferred.
- At least 6 years of Python development experience in Capital Markets.
- Strong hands-on experience with Python, Pandas, NumPy, SQL, REST APIs, and Git.
- At least 3 years of experience building data-intensive web UIs with Angular and/or Next.js.
- Hands-on experience with Oracle, Snowflake, Kafka, and real-time market data enrichment.
- Experience with low-latency REST APIs, gRPC endpoints, and distributed caching such as Hazelcast.
- Proficiency with AI-assisted development tools such as Codex, Devin, or Claude Code.
- Understanding of derivatives, collateral management, repo, securities financing, and margin methodologies including SIMM and IM/VM.
- Exposure to cloud technologies, Docker, Kubernetes, and distributed processing preferred.
- Strong quantitative programming skills.
- Preferred experience with Java, optimization libraries such as OR-Tools, Pyomo, CVXPY, PuLP, Gurobi, or CPLEX, and regulatory margin frameworks including Reg T, FINRA 4210, 15c3-1, and US Portfolio Margin.
- Knowledge of securities reference data, securities market data, and client account hierarchy preferred.
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About BNY Mellon
BNY Mellon is a public, New York–based global financial services company providing investment and wealth management, asset servicing, clearance, collateral, and treasury services to institutions, banks, governments, and individuals. It also offers data and investment operations software, including the Eagle platform, delivered as cloud and managed services. Founded in 1784, it is one of the world’s largest custodian banks and asset servicers.