What you'll do
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.
Responsibilities:
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.
Why we should decide on you
Functional / Quantitative
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:
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:
Competence with relational databases (e.g., MS SQL Server, Oracle, AzureSQL):
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
Nice to Have
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:
Familiarity with:
OpenTelemetry (metrics, traces), correlation IDs, and traceability patterns for complex calculations
Dev practices around model governance (model change logs, validation, challenger models)
How you work
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.
Why you should decide on us
- Let’s 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 we're better - meet your colleagues at our numerous team events.
To get a first impression, we only need your CV and look forward to meeting you in a (personal/virtual) interview!
Recognizing the benefits of working in diverse teams, we are committed to equal employment opportunities regardless of gender, age, nationality, ethnic or social origin, disability, and sexual identity.
Are you interested? Apply now!
https://www.regnology.net R&D_2026_04R&D_2026_05R&D_2026_06R&D_2026_07R&D_2026_08
About us
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 solutions—empowering clients with global reach, local expertise, and proven leadership.
Visit our website www.regnology.net
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