Description
A Global Investment Bank based in the CIty are looking for an IT Risk Analyst to join their team.
As part of the project a wide range of products are being migrated to the new QuIC system including Fixed Income, Equity, FX, Commodity, Credit, Rates and Exotics. The role involves developing a new framework for calculating Credit Risk.
Key responsibilities- Designing and developing applications that satisfies user functional and non-functional requirements within time and budget
- Working closely with infrastructure teams to establish a physical environment (dev, test, prod) that meets non-functional requirements
- Ensuring a structured approach to development. Ensuring everything is fully documented and can be easily supported.
- Complying with the standard release cycle and deployment controls
- Performing all application unit and system testing
- Supporting users as required
Essential:
- Programming experience in C#
- Database: MS SQL programming
- Exposure to some of Fixed Income, Equity, FX, Commodity, Credit, Rates and Exotics
- Understanding of market data (yield curves, volatility surfaces)
- Investment Banking Experience
- Strong communication skills with proven track record of interacting with user
Desirable:
- Credit Risk Experience
- QuIC
- SQL Analysis Services
- Numerate First Degree (Math, Physics, Engineering, Computer Science)
- Experience of implementing derivative pricing models
- ASP.NET
- Mathematical programming experience
- Advanced Excel programming knowledge