The Risk Technology team is responsible for designing, integrating and supporting Middle Office Risk systems in the organization using the Market Financial Risk Analytics (FRA) simulation and pricing engine that provides cross-asset coverage to calculate various market and counter party credit risk measures. An in-house .NET based application layer integrates the FRA into the company’s proprietary systems.
The successful candidate’s primary role as part of the Risk IT Analytics team will be to support the rollout further enhancements of the Risk IT platform to meet the demands of ongoing and challenging regulatory change. The infrastructure uses a combination of technologies including MS SQL Server, C#, Grid and Cloud Computing. The role will be focused on the development of the system using new technologies to provide innovative solutions to enhance the capabilities of the Risk Management department.
The suitable candidate would have experience of implementing roll outs of analytic solutions preferably in grid computing environments with a good understanding of .NET frameworks and distributed programming concepts. Experience with the Market Analytics Platform or any comparable Risk/Pricing platform is also desirable. Essential characteristics of the candidate include strong problem solving, good communication and attention to detail.
Previous experience working within a middle or front office Risk technology area is desirable although a strong track record of comparable experience in other areas within finance is also acceptable.
Development and design of middle office risk management systems and related products.
Provide technical support and maintain production environments hosting middle office risk management systems.
Providing user support, including responding to user queries and supplying resolutions and fixes to issues.
Liaise with users in the Risk Management and other related areas to gather requirements.
Liaise with third party suppliers of software used in middle office risk management systems.
Coordinating change control which includes software management, testing and production release.
Provide front line support as required both in and out of core hours.
Produce technical scope and test documentation for all changes.
Deputize for reporting manager when required.
Provide leadership and supervision of delegated work streams.
Experience of large scale software projects implemented in C# .NET and MS SQL Server.
Experience interacting with quantitative users to resolve complex business problems.
Experience working within a Middle or Front Office Risk Technology team or equivalent role in finance.
Experience supporting business critical systems on a day to day basis.
Skills and Experience
C#, .Net Core
Microsoft SQL Server.
Git / SVN / JIRA
Experience with Azure services such as Blob storage, Containers, and Kubernetes
Design methodologies and best practices.
End to end development cycle knowledge.
Experience of working in an investment banking technology environment.
Planning and prioritization skills.
Experience of credit and market risk reporting; PV, Sensitivity, Stress, VAR, P&L Rec, PFE, Credit utilization.
Experience of working in Credit Risk / Market Risk IT Departments
Knowledge of Microsoft Business Intelligence stack (SSAS, SSIS).
Have a “can do” attitude with flexibility to adapt.
Good communication skills and the ability to simplify technical jargon into business speech.
Experience of presenting to all levels of management and across different departments.
Proven track record of delivering to Risk/Middle Office/Front Office.
Should carry an analytical mind-set.
Provide cross-functional training and support for other members of the team to ensure that objectives of the team are met.
Agile and flexible approach to delivery.
Excellent interpersonal skills to ensure clarity of communication to users and Technology colleagues.
Prioritize and structure own workload according to delivery requirements.
A fast learner with the ability to understand, retain and apply new information quickly
The typical base range for this role is between $135K- $165K depending on job-related knowledge, skills, experience and location. Additionally, our Total Rewards program provides colleagues with a competitive benefits package (in accordance with the eligibility requirements and respective terms of each) that includes comprehensive health and wellness benefits, retirement plans, educational assistance and training programs, income replacement for qualified employees with disabilities, paid maternity and parental bonding leave, and paid vacation, sick days, and holidays
The above statements are intended to describe the general nature and level of work being performed. They are not intended to be construed as an exhaustive list of all responsibilities duties and skills required of personnel so classified.
We are proud to be an Equal Opportunity/Affirmative Action Employer and committed to leveraging the diverse backgrounds, perspectives and experience of our workforce to create opportunities for our colleagues and our business. We do not discriminate on the basis of race, color, national origin, religion, gender expression, gender identity, sex, age, ancestry, marital status, protected veteran and military status, disability, medical condition, sexual orientation, genetic information, or any other status of an individual or that individual’s associates or relatives that is protected under applicable federal, state, or local law.