- Work with colleagues in New York, London and Amsterdam to develop and enhance the Firm’s global risk and investment management platform.
- Develop and automate production of various statistics and reports (Valuation, Risk, Pl. Predict, Pnl Explain, Scenario Analysis).
- Build tools to extract data from the Firm’s source operational systems, transforming and loading into data visualization tools.
- Integrate firm’s reporting system with third party risk vendors for prices, valuations, positions and risk measures
- Work with Risk and Investment Team members and Portfolio Managers to build out analytics in order to capture data as completely as possible.
- Carry out ad-hoc risk analysis for the Firm’s Risk Managers, Portfolio Managers and Investment Committee as required.
- Work closely with users and key stakeholders to understand requirements, ensure thorough communication and ensure that expectations are being managed.
- Help manage releases and deployments of updates to firmwide systems.
- Liaise with the Firm’s development team to ensure that databases are developed in line with the evolution of the underlying source systems.
- Support, maintain and improve the Firm’s existing data capture systems. This will include monitoring performance, maintaining source control of code, and ensuring code and processes are well-documented.
- Investigate and resolve production issues in a timely manner.
- Modeling of data structures and processes for equities, fixed income, FX, credit, rates, volatility and exotic products.
- Other duties as assigned.
- Bachelor’s Degree or further degree in Data Science or other quantitative subject.
- Strong programming, technical, and analytical skills.
- Experience with Tableau, Python and developing web applications.
- Solid understanding of Relational Databases, with strong T-SQL skills using SQL Server.
- Excel/VBA experience would be useful.
- Ability to focus on multiple projects at once and troubleshoot problems quickly.