Senior Financial Risk Engineer

We are looking for a Senior Financial Risk Engineer to own and evolve the core calculation engine behind our ALM and regulatory platform.

This is not a generic backend role. Your primary responsibility is the design and implementation of financial and risk calculations - interest rate risk (IRRBB) liquidity (LCR) stable funding (NSFR) economic value metrics and balance sheet simulations - within a distributed cloud-ready architecture.

You will sit at the intersection of:

• Quantitative / functional risk expertise (ALM liquidity regulatory capital) and

• Robust software engineering (Java distributed compute performance correctness).

If you enjoy:

• Translating ALM treasury and Basel rules into executable models

• Designing cash-flow engines and scenario frameworks

• If numerical robustness and explainability of risk metrics at scale then this role is designed for you.

• Lead the design and implementation of core financial/risk models in Java within the RiskPro calculation engine.

• Work with risk treasury and regulatory SMEs to:

  • Validate calculation approaches against ALM desk practice and regulatory expectations

  • Design scenario libraries and stress testing frameworks (rate shocks liquidity stresses balance sheet strategies)

• Implement unit scenario and regression test suites:

  • Golden datasets with known outputs for IRRBB LCR NSFR FTP etc.

  • Non-regression tests when regulatory rules or models are updated

• Collaborate closely with:

  • Platform engineers on deployment performance and observability (Kubernetes Ignite OTEL)

  • RRH teams to ensure consistent behaviour of the single-calculation / enrichment loop

• Contribute to and review technical specifications and design documents for calculation changes.

• Provide technical and functional mentorship to other developers in the squad on financial calculations.

• Several years working hands-on with ALM / Treasury / Risk calculation engines in banking or vendor software covering at least some of:

  • IRRBB (NII EVE gap/duration analysis)

  • Liquidity risk: cash flow engines LCR and NSFR calculation

  • FTP and balance sheet optimisation behaviour modelling (prepayment decay)

• Deep familiarity with cash-flow-based modelling:

  • Building/maintaining engines that project interest and principal flows over time

  • Handling behavioural vs contractual views and multiple scenario overlays

• Strong understanding of banking products and their risk characteristics:

  • Retail and wholesale deposits term deposits loans/mortgages securities (bonds) off-balance sheet items derivatives used for hedging

Technical / Engineering

• Strong software engineering skills in Java (preferably Java 11):

  • Solid OO and functional design collections concurrency

  • Implementing performant algorithms for large-scale data processing

• Experience building calculation services that run as part of:

  • Batch job frameworks grid/distributed compute or microservice-based calculation engines

• Competence with relational databases (e.g. MS SQL Server Oracle AzureSQL):

  • Understanding of schemas that support risk / ALM data

  • Comfortable with efficient querying and aggregation patterns

• Good understanding of:

  • RESTful APIs and data contracts (JSON OpenAPI)

  • Working in a containerized environment (Docker Kubernetes) with a basic understanding of how services scale and communicate

• Experience with:

  • Apache Ignite or other distributed in-memory grids / caches

  • WebSocket-based result streaming or high-volume data export APIs

  • OLAP or multidimensional analytics (ActiveViam Atoti or similar)

• Prior work on:

  • Unified risk and regulatory platforms where internal risk numbers must reconcile to regulatory filings

  • Implementing or validating models against EBA / ECB / Basel III / CRR technical standards

• Familiarity with:

  • OpenTelemetry (metrics traces) correlation IDs and traceability patterns for complex calculations

  • Dev practices around model governance (model change logs validation challenger models)

• You think like both a quant and a software engineer: you care that the numbers are right explainable and repeatable and that the code is robust and maintainable.

• You are comfortable debating behavioural assumptions discount curves and regulatory interpretations then turning decisions into code and tests.

• You enjoy working in a cross-functional squad with product architects and domain experts owning problems from idea to production.

• You are motivated by seeing how your calculations directly influence ALCO decisions regulatory headroom and capital efficiency for our clients.

• Lets grow together join a market leading SaaS company our agile character and culture of innovation enables you to design our future.
• We provide you with the opportunity to take on responsibility and participate in international projects.
• In addition to our buddy-program we offer numerous individual and wide-ranging training opportunities during which you can explore technical and functional areas.
• Our internal mobility initiative encourages colleagues to transfer cross functionally to gain experience and promotes knowledge sharing.
• We are proud of our positive working atmosphere characterized by a supportive team across various locations and countries and transparent communication across all levels.
• Together were better - meet your colleagues at our numerous team events.

About Regnology

Regnology is a recognised leader in regulatory risk tax finance reporting as well as supervisory technology connecting regulators and the regulated across more than 100 countries.

Serving Tier 1 banks regional institutions corporates insurers and authorities our modular cloud-native platform delivers trusted compliance innovation and future-ready solutionsempowering clients with global reach local expertise and proven leadership.

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Senior IC