We are seeking a highly skilled and motivated Developer to join our Risk IT function. This role will play a crucial part in developing and maintaining our risk management systems and infrastructure, primarily hosted on the cloud. The ideal candidate will possess a strong understanding of financial products, risk management data sets, and practical experience with cloud services and most recent big data related technologies.
Key Responsibilities
- Build and maintain risk management applications and tools on cloud infrastructure.
- Implement and optimise models for evaluating financial products and their associated risks (Greeks, P&L, VaR, stress tests, scenarios, etc.).
- Enhance data quality and ensure the integrity of market risk, credit risk, and liquidity risk datasets.
- Develop high-quality code in Python, R, and C++/Java to support various risk management functions.
- Collaborate effectively with risk management teams, traders, and front office IT teams to understand their needs and deliver robust solutions.
- Take ownership of the data quality delivered, ensuring accuracy and reliability in all risk management processes.
- Utilize Jira, Kanban, Scrum, and other agile methodologies to organize and manage delivery processes within the team.
- Stay updated with the latest developments in cloud services and financial risk management practices.