Senior Java Spark Engineer - Capital Markets

Job Summary

This role focuses on engineering high-performance systems capable of ingesting, processing, and serving petabytes of market risk data to support critical regulatory initiatives such as FRTB. The position involves developing scalable big data solutions using Apache Spark, Java, Python, SQL, and modern OLAP technologies while working closely with Front Office, Quantitative, and Risk Management teams.

Required Education and Experience

• Bachelor’s Degree in Computer Science, Financial Engineering, or Financial Mathematics
• 10+ years of professional experience
• Prior experience in Capital Markets and Risk domains
• Deep expertise in risk aggregations and analytics
• Expert-level hands-on experience with Apache Spark
• Strong programming skills in Java and/or Python
• Expert-level SQL skills
• Experience with OLAP analytical tools
• Experience with high-performance OLAP databases such as Apache Pinot, Apache Druid, or Trino
• Strong background in computer science fundamentals, including data structures and algorithms
• Capital markets, derivatives, and market risk technology background
• Experience with market risk and risk calculations, including VaR, Stress Testing, Present Value (PV), and FRTB
• Expected Shortfall
• Strong communication skills with the ability to collaborate with senior business, quantitative, and stakeholder teams
• Exceptional problem-solving skills
• Ability to work independently and lead technical projects
• Passion for data, analytics, and solving complex problems at massive scale
• Experience designing and delivering APIs for data access
• Experience building analytical tools and dashboards
• Ability to partner with Front Office, Quantitative, and Risk Management teams

Preferred Qualifications

• Quantitative background with experience transitioning from C++ to Python or Java
• Experience applying Natural Language Processing (NLP) to data access and analytics
• AI-first development mindset
• Strong interest in embedding intelligence into analytical systems

Job Duties

• Architect and build robust, scalable data pipelines to ingest and process billions of trade-level Present Value (PV) calculations from multiple stress engines
• Develop and optimize large-scale aggregation jobs using Apache Spark
• Design and deliver intelligent data APIs that provide flexible access to aggregated and non-aggregated risk data
• Integrate Natural Language Processing (NLP) capabilities for intuitive query-based data exploration
• Load and model large, aggregated datasets into OLAP engines such as Apache Pinot, Apache Druid, and Trino
• Build interactive analytical tools and dashboards with fast drill-down capabilities
• Design systems supporting Historical VaR and FRTB Expected Shortfall analytics
• Transform trade-level risk calculation outputs into strategic data assets
• Partner with Front Office, Quantitative, and Risk Management teams to deliver analytical solutions
• Collaborate with senior Markets and Risk stakeholders to understand business requirements
• Engineer high-performance systems for large-scale risk analytics
• Troubleshoot and resolve complex data processing and data access issues
• Lead technical initiatives and contribute to next-generation analytics platform development

Benefits

For information and details on employment benefits offered with this position, please visit here. Should you have any questions/concerns, please contact our HR Department via our secure website.

California Pay Equity

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Equal Opportunity Employer

Rose International is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, age, sex, sexual orientation, gender (expression or identity), national origin, arrest and conviction records, disability, veteran status or any other characteristic protected by law. Positions located in San Francisco and Los Angeles, California will be administered in accordance with their respective Fair Chance Ordinances.