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 :
Bachelor's degree inputer Science, Finance, Engineering, or a related field.5-10 years of experience in a similar role within financial services,modities trading, or risk management IT.Proficiency in cloud services, including but not limited to Hadoop, Spark, S3, Glue, Kafka, Trino, EKS or equivalent.Strong programming skills in Python, R, and either C++ or Java.Familiarity with financial products, their evaluation models, and Greeks.Experience with risk management data sets, including market risk (Greeks, P&L, VaR, stress tests, scenarios), credit risk, and liquidity management risk (FVA).Strong analytical and problem-solving skills.Outstandingmunication, both written and verbal.Ability to work effectively within a team and independently.Experience with agile delivery techniques such as Jira, Kanban, and Scrum.Preferred Qualifications :
Prior experience in amodity trading environment.Certifications as Cloud Solutions Architect or Developer.Familiarity with DevOps practices and toolsKey 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