Quantitative Developer - Risk IT
Quantitative Developer - Risk IT
Employer Active
Job Alert
You will be updated with latest job alerts via email
Share
Job Alert
You will be updated with latest job alerts via email
Job Description
The candidate will join the Risk Management department as part of a newly created function (RiskIT) closely interacting with IT business. He/she will support various development efforts within the overall risk management business with particular focus on infra aspects prod systems / incidents / clients support risk process automation interactive tooling. The candidate will play a crucial role in establishing a strategic link between Risk and IT departments.
Euronext Clearing is a multiasset clearing house that provides proven risk management capabilities across a range of markets and trading venues.
Euronext Clearing is the CCP on several markets across a range of trading venues including Euronext Amsterdam Brussels Dublin Lisbon Milan and Paris Cash Markets Euronext Milan Bonds and Derivatives markets MTS BrokerTec and Himtf.
Euronext Clearing aims at becoming the CCP on financial derivatives and commodity derivatives on Euronext Amsterdam Brussels Lisbon Paris and Oslo by Q3 2024.
Euronext Clearing is the new commercial name for the legal entity Cassa di Compensazione & Garanzia S.p.A.
Key Responsibilities
The candidate will be accountable for the following activities:
- Act as part of a new strategic layer for efficient collaboration between Risk and IT departments (e.g. establishment of Data Layer support of prod investigations / incidents reconciliations prototype design and development functional specs provisioning etc)
- Support Risk Management processes and BAU activities (risk monitoring reports preparation etc)
- Design and deliver strategic automation for BAU processes leveraging on AI and latest technologies
- Design and develop interactive tools (GUI) to support various data analytics streams data quality & time series analyses and risk monitoring
- Support adhoc analyses and requests arising from Regulators and/or clients and ISV
- Critically analyse business processes to identify where risks could occur
- Evaluate the adequacy of the IT controls and other mitigants
Candidate Profile
- Master degree in computer science engineering physics or related quantitative field
- Strong knowledge of Python
- At least 45 years of work experience in the financial / technology services (banks asset managers fintech regulators audit / consultancy firms)
- Knowledge of software development best practices (objectoriented design version control continuous integration testdriven development restful APIs)
- Familiarity with risk management framework methodologies risk metrics (VaR ES etc) and risk systems architectures
- Ability to cope with pressure stringent deadlines and prioritise workload accordingly
- Knowledge of GUI and interactive tools design / development will be a plus
- Strong analytical skills critical thinking attention to details and problem solving attitude
- Strong communication and presentations skills
- Fluency in both spoken and written English
We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race gender age citizenship religion sexual orientation gender identity or expression disability or any other legally protected factor. We value the unique talents of all our people who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.
Additional Information
This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks projects.
Employment Type
Full-Time
