Responsibilities

• Build and maintain risk management applications and tools on cloud infrastructure.
• Implement and optimise models for evaluating financial products and their associated risks (Greeks, P&L, VaR, stress tests, scenarios, etc.).
• Enhance data quality and ensure the integrity of market risk, credit risk, and liquidity risk datasets.
• Develop high-quality code in Python, R, and C++ / Java to support various risk management functions.
• Collaborate effectively with risk management teams, traders, and front office IT teams to understand their needs and deliver robust solutions.
• Take ownership of the data quality delivered, ensuring accuracy and reliability in all risk management processes.
• Utilize Jira, Kanban, Scrum, and other agile methodologies to organize and manage delivery processes within the team.
• Stay updated with the latest developments in cloud services and financial risk management practices.

Requirements :

Preferred Qualifications :

Key Relationships and Department Overview :

Key Relationships

Risk management teams, traders, and front office IT teams

Reporting Structure

Reporting directly to the Global Head of Market Risk

Equal Opportunity Employer

We are an Equal Opportunity Employer and take pride in a diverse workforce! We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, colour, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.

Job ID R-014135