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.
