Market Risk Technology is responsible for providing Risk Managers with the
capability to assess the financial impact of various adverse market scenarios at a
firm level. This capability covers calculations, scenario analysis, analytics, reporting
and other tools and processes required to manager risk. Our team develop the firm’s
strategic calculation (e.g. VaR, Stress), Time Series, and Scenario Management
Platforms for Firmwide Market Risk which Integrate with our front office risk
management systems,
As a Software Engineer, you serve as a seasoned member of an agile team to
design and deliver trusted market leading technology products in a secure, stable
and scalable way. You are responsible for carrying out critical technology solutions
across multiple technical areas within various business functions in support of the
firm’s business objectives
Job responsibilities
Interface closely with the business, quantitative research analysts, and
upstream as well as downstream technology teams across the firm
Work in Agile environment, always looking to Improve
Executes software solutions, design, development, and technical
troubleshooting with ability to think beyond routine or conventional
approaches to build solutions or break down technical problems
Contributes to software engineering communities of practice and events that
explore new and emerging technologies
Proactively identifies hidden problems and patterns in data and uses these
insights to drive improvements to coding hygiene and system architecture
Produces architecture and design artifacts for complex applications while
being accountable for ensuring design constraints are met by software code
development
Adds to team culture of diversity, equity, inclusion and respect
Required Skills:
Professional development experience with Python
Experience communicating to business facing customers and technical teams
Overall knowledge of the software development life cycle
Solid understanding of agile methodologies such as CI/CD, Application
Resiliency, and security
Formal training or certification on software engineering concepts and 5+ years
applied experience
Handa on practical experience in system design, application development,
testing and operational stability.
Demonstrated knowledge of software applications and technical processes
within a technical discipline (e.g. Cloud, AI, ML, Mobile etc)
Differentiators/Preferred
Familiarity with modern front end technologies including React
Formal training or certification on software engineering concepts and applied
experience
Exposure to cloud technologies
Exposure to Banking/Finance Market Risk Domains
Experience and knowledge of Athena eco system familiarity or similar (Sec
DB Quartz)