To meet increasing regulatory demands significant change will be required to the Quantitative Risk Management third party calculation engine, QRM which is used to calculate the Risk metrics.
The scope of this role is to provide QRM developer capabilities for the on-going configuration and enhancement of the QRM system to ensure it continues to meet the internal risk management needs.
Who we're looking for?
- Proven understanding and experience of development within the - Quantitative Risk Management QRM tool set.
- An understanding of change delivery life cycles and delivery methodologies
- A strong appreciation of systems and data architectures, specifically in a finance environment
- Excellent analysis skills, with ability to structure problems and find solutions
- Good understanding on Capital market technology and common architectures
- Good view on interdependencies between systems and processes
- Experience tracking requirements through the lifecycle in an Agile setup, working with developers and testers towards conclusion.
- In depth understanding on Market Risk
- Trade processing systems like Murex, Calypso, FIS
- Prior consulting experience