Lead Software Development Engineer in Test (Lead SDET)

Core Responsibilities:

You will:

• Design test plans for models using regression and optimization techniques.

• Identify edge cases from historical account activity and optimization objectives.

• Validate algorithm accuracy and performance under varied market conditions.

Strategic Responsibilities:

• Implement regression tests for optimizers handling dynamic market data.

• Ensure output consistency during data refreshes.

Automation & Tools:

• Build automated scripts using Python, R, or MATLAB.

• Integrate tests into continuous integration pipelines.

• Maintain detailed logs for long-term auditability.

Team & Collaboration:

• Work closely with researchers and developers to understand model specifications.

• Document defects and provide actionable insights.

Experience & Education:

• Bachelor s or Master s in Computer Science, Mathematics, Finance, or related field.

• 10+ years in software testing, including 3+ years in financial systems.

Technical Skills:

• Expertise in regression, optimization algorithms, and statistical modelling.

• Experience with Unit, Integration, and Performance Testing for computational engines.

• Proficiency in Python, R, or MATLAB for automation and analysis.

• Familiarity with portfolio theory, risk metrics, and financial instruments.

• Knowledge of automation frameworks and Git version control.

Soft Skills:

• Strong analytical and problem-solving abilities.

• Clear communication for complex topics and stakeholder engagement.

• Ability to challenge assumptions and validate model logic.

Preferred:

• Experience with Azure cloud environments.

• Exposure to Gurobi or similar solvers.