The Risk Technology teams provides services to support the business functions of Risk Management and Risk Analytics. Working in Risk Technology gives a great opportunity, not only to develop innovative and challenging software solutions, but also to get an excellent understanding of all businesses and products.
Successful candidates will report to the Technology Department, but will work very closely with other local and global Risk Analysts, as well as other front- and middle-office staff. Therefore, good communication skills, as well as an interest in the Risk Management and trading activities of the firm, are would be an advantage for this position.
Skills, experience, qualifications and knowledge required: Computing or other numerate undergraduate degree Strong Python skills Good Understanding of Credit Risk Concepts - Credit Exposure, Expected Exposure(EEPE/EENE), JTD, Counterparty Risk, Collateral Management, XVA, CDS, CDO, CLO, CCAR
Skills, experience, qualifications and knowledge preferred: Experience using Pandas and Numpy and preferably a distributed execution framework such as Celery Financial experience; Derivatives pricing knowledge ideal Experience in web technologies, Flask, nginx, circus etc Any C++ experience useful especially boost.python/pybind etc Understanding of Monte-Carlo Simulated Markets, IR Market Models, Bootstrapping of Credit Spreads, Copula(Multi-Variate Probability Distribution), Quantitative Financial Modelling, Optimization Techniques