Senior Lead Software Engineer, Non Linear Rates Risk

JPMorgan Chase

Quick summary

Work type: On-site
Location: Jersey City, NJ
Salary: $171,000–$260,000 / yr
Posted: 2 days ago
Nearby: 99+ roles within 25 mi

Market check

Salary context

Above market

How this pay compares to similar roles

Similar $185k

This role $216k

$135k most similar roles pay here $273k

This role pays more than 79% of similar roles. Most pay $158,037–$211,200 — the shaded band above. At the midpoint, this role pays about $216k versus about $185k for comparable roles.

Based on 240 similar postings.

Employer

About JPMorgan Chase

JPMorgan Chase & Co. is a global financial services firm and one of the largest banks in the world, offering investment banking, commercial banking, asset management, and consumer financial services.

JPMorgan Chase currently has 436 open roles on FindRole.

Listed pay typically runs $152,000–$215,000 across 230 roles with salary data.

Most-posted roles

View all roles at JPMorgan Chase

At a glance

TL;DR · Senior Lead Software Engineer, Non Linear Rates Risk

Role Posting Log in to save

Join us as a Senior Lead Software Engineer in the Commercial & Investment Bank at JPMorgan Chase, where you will lead the development of sophisticated solutions for rates trading activities and risk management. You will collaborate with quantitative analysts, traders, and risk managers to build scalable systems that handle large volumes of market data and complex financial calculations, including implementing risk metrics and PnL attribution frameworks. Your daily tasks include participating in architectural decisions, conducting code reviews, and contributing to technical design sessions while ensuring the platform's evolution aligns with business needs. Ideal candidates have hands-on Python development experience, a background in financial services, and expertise in object-oriented design, testing methodologies, and version control practices. Familiarity with platforms like Athena, SecDB, and Quartz, as well as distributed systems and real-time data processing, is highly valued. Knowledge of modern development practices such as CI/CD pipelines and containerization, along with an understanding of regulatory reporting requirements, will also be crucial in this role.

Skills

Python AWS Athena SecDB Quartz Risk methodologies PnL calculation frameworks Distributed systems Real-time data processing Relational databases NoSQL databases CI/CD pipelines Containerization Quantitative finance concepts Regulatory reporting requirements Cloud platforms

What you'll do

Design and develop robust software solutions for rates trading activities.
Implement risk metrics and PnL attribution frameworks for financial analysis.
Develop scalable code to handle large volumes of market data efficiently.
Participate in architectural decisions and technical design sessions actively.
Translate business needs into technical solutions, explaining constraints clearly.

What we're looking for

Hands-on Python development experience with financial services background.
Strong understanding of software engineering principles and practices.
Ability to articulate technical concepts to both technical and non-technical stakeholders.
Experience in developing scalable, performant code for large datasets.
Familiarity with rates products including swaps, securities, options, and repo.
Knowledge of risk methodologies and PnL calculation frameworks.

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