Market Risk Architect

London  ‐ Onsite
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Description

Market Risk Architect required by Tier 1 Investment Bank to provide the functional and technical analysis for large cross system projects which require significant enhancements to the existing architecture.

The role requires significant hands-on experience building systems to support key market risk processes, including some or all of the data management, market data or calculation functions as well as an understanding of department and bank wide architecture strategy.
Hands on knowledge of the market risk domain is essential as is the ability to interact at a suitable technical level with development teams and individual application architects.

Essential Skills
Evidence of technical contribution to design and build of enterprise market risk applications in Java, C++ or .NET
Competence in pragmatic structured design techniques, especially the use of UML to document application designs.
Proven knowledge of typical market risk business processes within Investment Banking
Proven knowledge of market risk methodologies (CVA, VaR, Sensitivities, Stress testing, P/L Vectors, Risk Aggregation, Regulatory capital)
Ideally some understanding of financial instruments and pricing models
General end-to-end understanding of investment banking processes including trading, risk management, product control and operations
Strong background in analysis of complex software applications; and be able to describe practical day-to-day techniques they have used in these projects to achieve goals
A broad understanding of technologies used in Investment Banking, and be able to liaise with technical colleagues eg Architects, Developers about in-depth technical aspects
Exposure to a variety of development methodologies and approaches within software analysis & design in banking, and able to work with different approaches depending on the needs of a project

Please note you will receive an automated response advising you that we have received your CV.

Hudson is a leading provider of permanent recruitment, contract professionals and talent management solutions worldwide.

Start date
14/09/2016
Duration
6 months
From
Hudson IT
Published at
22.08.2015
Project ID:
970639
Contract type
Freelance
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