The Credit Risk Analytics IT team is responsible for designing, integrating and supporting Middle Office Risk systems in the organisation using the third party Markit Analytics platform that provides cross-asset coverage to calculate various Credit Risk measures. Its calculation engine leverages supercomputing concepts and runs on a Microsoft HPC Server Grid. An in house .NET based application layer integrates the analytics engine into BANK systems.
The successful candidate’s primary role as part of the Risk IT Analytics team will be to support the rollout of further enhancements of the Risk IT platform to meet the demands of ongoing and challenging regulatory change. The infrastructure uses a combination of technologies including MS SQL Server, C#, Grid and Cloud Computing. The role will be focused on the development of the system using new technologies to provide innovative solutions to enhance the capabilities of the Risk Management department.
The suitable candidate would have experience of implementing rollouts of analytic solutions preferably in grid computing environments with a good understanding of .NET frameworks and distributed programming concepts. Experience with the Markit Analytics Platform or any comparable Risk/Pricing platform is also desirable. Essential characteristics of the candidate include strong problem solving, good communication and attention to detail.
Previous experience working within a middle or front office Risk technology area is desirable although a strong track record of comparable experience in other areas within finance is also acceptable.
• Extend Credit Risk Calculators
• Upgrade legacy codebase to .net core
• Performance tuning
• Perform rigourous testing of codebase
• Strong C# & .Net Core, SQL Server skills
• Practical experience of building .Net Core Web API
• Practical experience of Azure Data Lake, Docker, TeamCity, Jira, GitHub, Visual Studio
• Practical experience of Unit Testing, Integration Testing & development testing skills
• Good understanding of microservices architecture
• Experience working on large scale applications
• Should be very proactive individual who can work independently and own tasks and deliver high quality software
• Should be able to take full responsibility of development tasks, testing and debugging issues
• Should be very organised, disciplined and have a structured working approach
• Can work under pressure and tight deadlines
• Should be capable of planning, managing and mentoring junior developers
• Should be capable of writing high quality Technical Scope documents and Test Plans
• Good understanding of Credit Risk (preferably) or any particular asset class
• Good English language speaking and writing skills
5+ years experience in .NET and MS SQL
- Microsoft SQL Server.
- Python (or big willing to learn)
- Git / Svn / JIRA
- Control-M Batch scheduling
- Experience of working in an investment banking technology environment.
- Planning and prioritization skills.
- Autonomy in performing tasks and ownership in making decisions
Preference will be given to candidates with expertise in :
- Experience of working on FRTB SA and IMA projects
Nice to have
- Azure functions (or big willing to learn)
- Python (or big willing to learn)
- Have a "can do" attitude with flexibility to adapt.
- Good communication skills, and the ability to simplify technical jargon into business speech
- Experience of presenting to all levels of management and across different departments.
- Proven track record of delivering to Risk/Middle Office/Front Office.
- Should carry an analytical mind-set.
- Provide cross-functional training and support for other members of the team to ensure that objectives of the team
- Agile and flexible approach to delivery.
- Excellent interpersonal skills to ensure clarity of communication to users and Technology colleagues.
- Prioritise and structure own workload according to delivery requirements.
- A fast learner with the ability to understand, retain and apply new information quickly.
English: B2 Upper Intermediate
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