- Report to the Chief Risk Officer to enhance and develop the Firm’s global risk management platform.
- Assist Risk Managers to Identify, evaluate and manage the risks of trading strategies across multiple asset classes including equity indices, single name equities, corporate bonds, fixed income and FX.
- Assist in the enhancement and support of existing risk systems and applications (Valuation, Risk, Pnl Predict, Pnl Explain, Scenario Analysis).
- Modeling of data structures and processes for equities, fixed income, FX, credit, rates, volatility and exotic products.
- Support, create, maintain and improve the Firm’s month end and quarter end reporting.
- Build tools to extract data from the Firm's source operational systems, transforming and loading into the risk platform and ensure consistency and accuracy of risk data.
- Investigate and resolve production issues in a timely manner.
- Work with senior developers to Integrate firm’s portfolio management system with third party risk vendors for prices, valuations, positions and risk measures
- Monitor intraday and overnight market risks.
- Additional duties as assigned
- Bachelor’s Degree or further degree in Computer Science, Mathematics, Statistics, Financial Engineering, Quantitative Finance or other quantitative subject.
- Familiar with Black-Scholes framework, portfolio management and risk decomposition.
- Strong interests in derivative products and derivative trading strategies.
- 2+ years of experience supporting a risk group at a bank or a trading firm.
- Attention to detail and strong programming, technical, and analytical skills.
- Experience in writing Python, SQL and VBA programming languages.
- Experience in collaborating development projects through Github, GitLab or Gitea.
- Solid understanding of Relational Databases, with strong T-SQL skills using SQL Server.
- Excel/VBA and Tableau experience would be useful.