A world-renowned financial services client is currently seeking Senior Java Developers to join their risk function.
This business function is responsible for:
- Designing and Building Risk IT systems
- Automating CD/CI First line Risk IT framework
- Testing Risk algorithms along all for the Model to Production cycles
- Implementing software applications for Risk IT systems
- Implementing margin algorithms (Pricing models, risk models and parameter calibration) in a standard consistent with EMIR regulation and LCH internal policies
- Writing Business requirement for IT teams
- Developing and implementing quantitative solutions
- Prototyping and testing (UAT)
The ideal candidate will be responsible for:
- Experience in building and automating CD/CI frameworks
- Full cycle of testing from the theoretical model to production
- Sound quantitative skills in Fixed Income Risk and Clearing
- Implementation of Market Data and Risk related projects
- Gathering of business requirements and agreeing between IT, App Support teams, businesses teams in RCL and Exchanges.
- Prototyping and developing front-end risk IT tools addressing various types of risk and financial products
- Analysis and implementation of performance improvements to the existing VaR/SPAN, and delta-gamma sensitivity and stress models across different products
- Maintenance and support of the existing risk libraries and risk simulators
- Provide 3rd line support for Risk Applications
If this position sounds of interest, please reach out to me on 0203 189 4290.