Production Support Engineer - Risk/ PnL

Requirements

• 2+ years in risk, PnL, or quant support (trading firm, hedge fund, or bank)
• Strong understanding of risk metrics (delta, gamma, vega, theta, DV01)
• Experience with PnL production and reconciliation
• Exposure to at least two asset classes (e.g. equities, FX, rates, commodities)
• Strong SQL skills (SQL Server or Postgres)
• ~1 year scripting (Python, Bash, or PowerShell)
• Strong analytical and problem-solving skills
• Clear communication with technical and business stakeholders
• High ownership and proactive mindset

Nice to Have

• Market data tools (Bloomberg, Refinitiv)
• Options pricing / vol surfaces
• Prime brokerage / post-trade workflows
• Algorithmic trading environments
• Risk systems (e.g. Imagine, Murex, in-house)
• Linux experience
• Understanding of accounting PnL

What You'll Be Doing

• Monitor and support real-time risk systems (Greeks, exposure, limits)
• Own end-of-day PnL and resolve discrepancies (flash vs official)
• Investigate trade and position breaks across internal systems, brokers, and exchanges
• Ensure market data (prices, vol, curves) is accurate for risk/PnL calculations
• Explain PnL moves with traders and quants (delta, gamma, vega, etc.)
• Ensure systems are ready before market open (health checks, sign-off)
• Manage incidents and communicate clearly under time pressure
• Improve processes through automation (scripts, monitoring tools)
• Support releases and validate risk/PnL outputs
• Participate in on-call rotation (evenings/weekends, remote)

Perks and Benefits

• Equal opportunity employer promoting diversity
• Open and respectful work environment
• Initiatives and programs for achieving a healthy work-life balance