NYC Staffing
Risk Aggregation Platform Developer
Develop and maintain a high-performance, scalable company risk aggregation platform including new risk analytics features. Design processes diagrams and application UI logic mockups. Write clean, maintainable code using in-house API/libraries on application to implement technical solutions for internal customers. Collect and aggregate data from risk analytics database. Participate in risk data pipelines design and execution (ETL), database maintenance and performance optimization for overall system. Ensure data infrastructure and tools support complex analytics at scale. Ensure integrity, consistency and accuracy of data. Analyze bank risk management regulation and related requirements. Present findings and insight to senior executives and non-technical stakeholders in a digestible format. Support ongoing application related projects and issues. Lead scrum meetings to address defects raised during the release process. Conduct training sessions as needed. Requirements: Master's in Computer Science, Financial Engineering or Mathematical Finance, plus 2 years of experience in position offered or as Financial Engineer or Quantitative Business Analyst. All required experience must have included evaluating business processes and requirements, identifying areas for improvement, and developing and implementing software solutions; applying CI/CD, SLDC and object-oriented design concepts; programming with C++, Java, C# or Python; identifying and analyzing trends or patterns in complex data sets; applying knowledge of public and OTC cash and derivative financial products (equities, derivatives, fixed income, FX); and delivering market and counterparty credit risk analytics based on Basel 2.5, VaR, SVaR, MtM, Capital, FTRB, SBA and IMA approaches, credit risk (PFE, CVA, FVA, KVA, MVA credit exposure) and collateral management. This role entails hybrid work, with time split between working in our New York, NY office and flexibility to telecommute from another U.S. location. Minimum Salary: 140,000 Maximum Salary: 145,000 Salary Unit: Yearly
Develop and maintain a high-performance, scalable company risk aggregation platform including new risk analytics features. Design processes diagrams and application UI logic mockups. Write clean, maintainable code using in-house API/libraries on application to implement technical solutions for internal customers. Collect and aggregate data from risk analytics database. Participate in risk data pipelines design and execution (ETL), database maintenance and performance optimization for overall system. Ensure data infrastructure and tools support complex analytics at scale. Ensure integrity, consistency and accuracy of data. Analyze bank risk management regulation and related requirements. Present findings and insight to senior executives and non-technical stakeholders in a digestible format. Support ongoing application related projects and issues. Lead scrum meetings to address defects raised during the release process. Conduct training sessions as needed. Requirements: Master's in Computer Science, Financial Engineering or Mathematical Finance, plus 2 years of experience in position offered or as Financial Engineer or Quantitative Business Analyst. All required experience must have included evaluating business processes and requirements, identifying areas for improvement, and developing and implementing software solutions; applying CI/CD, SLDC and object-oriented design concepts; programming with C++, Java, C# or Python; identifying and analyzing trends or patterns in complex data sets; applying knowledge of public and OTC cash and derivative financial products (equities, derivatives, fixed income, FX); and delivering market and counterparty credit risk analytics based on Basel 2.5, VaR, SVaR, MtM, Capital, FTRB, SBA and IMA approaches, credit risk (PFE, CVA, FVA, KVA, MVA credit exposure) and collateral management. This role entails hybrid work, with time split between working in our New York, NY office and flexibility to telecommute from another U.S. location. Minimum Salary: 140,000 Maximum Salary: 145,000 Salary Unit: Yearly