Counterparty Credit Risk Python Developer, AVP

Description

The counterparty credit risk analytics group sits within the company's financial risk technology unit and builds the applications used firm-wide for derivatives credit risk and Basel capital calculations.

This is an intermediate role that takes part in building and improving the derivatives credit risk application.

Your main goals are building and maintaining the applications that compute counterparty credit risk metrics. You will also help with execution analysis reports, monitoring and tuning the application build, and extending the end-to-end calculation test suite.

You will get exposure to a range of advanced technologies, including high performance grid computing, cloud and high performance computing.

You will work with teams across the wider internal network, including front office technology, risk and quant groups.

Responsibilities

• Build and maintain counterparty credit risk applications.
• Improve and support CI/CD processes, covering builds, testing and release management.
• Tune codebase performance and help move workflows to the cloud.
• Grow and run test suites (unit, regression and integration), and carry out performance and memory profiling.
• Write and keep up detailed documentation for applications and processes.
• Work with quant and technology teams to bring in model updates and new technologies.
• Dig into complex issues and make assessments of business and system processes.
• Act as a subject matter expert for senior stakeholders and team members, using your own judgment.

Requirements

• Python programming experience, covering systems analysis and software application development.
• Working knowledge of UNIX shell scripting (such as bash or ksh) and version control tools such as Git.
• Experience with CI/CD pipeline technologies such as Jenkins.
• Strong analytical and problem-solving skills, with a careful, detailed approach to accuracy.
• Optional: experience with AWS cloud.
• Excellent spoken and written English.
• Ability to work effectively within a large developer team.
• Ability to work under pressure, meet deadlines and take ownership of your tasks.
• A master's degree or equivalent in computer science, mathematics, engineering or physics.

Conditions

Full-time position.

Equal opportunity employer; see the company's EEO policy statement.