IT Risk Analyst - QuIC, SQL, C#, ASP.NET, FI, Equity, FX, Commodity

London  ‐ Onsite
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Keywords

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
Key skills and experience:

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
Start date
ASAP
Duration
6 months
From
NJF Contracts Ltd
Published at
19.01.2012
Project ID:
300843
Contract type
Freelance
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