Description
My client, a global investment bank, is looking to bring on board a Risk Modeller on a contract basis to assist with the smooth implementation of a standardised change and development methodology.
Main Responsibilities:
- Working with the IB Technology Risk and Analytics Horizontal to develop a consistent data model for that domain, following IB and Group standards
- Maintain key project documents including data dictionaries, schemas, logical and physical models
- Help establish IB standards and processes around model representations and repositories, schema governance and review with appropriate bodies (design authorities, IB Architecture Board, etc.), data lineage, data masking and security, etc.
- Requirements analysis and solution design
- Communicate with stakeholders on progress and issues, utilising all appropriate methods, including running working groups
- Build relationships with Development Teams and work closely with project managers and business stakeholders as required
- Build relationships with central data functions to ensure consistency of approach, and work with other IB Modellers to ensure the entire IB front-to-back data architecture is consistent and coherent
Key Requirements:
- Proven and solid Modelling experience, in investment banking or other large financial institution
- In depth knowledge of the Modelling methodologies and tools
- Full project life cycle experience (Inception, Definition, Delivery, Completion)
- Good understanding of at least two of the following asset classes and their trade life cycle would be very advantageous: Commodities, Credit Derivatives, Equity Derivatives, Interest Rate Derivatives, FX Derivatives & Equity Derivatives
- Strong familiarity with Front Office Risk-based processes (eg, pricing, credit flow, etc.) is essential
- Strong knowledge of XML is essential; knowledge of UML is desirable; experience of tools such as XML Spy and Sparx Enterprise Architect is also desirable
If you are interested in this opportunity and match the given criteria please submit your CV as soon as possible.