Overview

Responsibilities Include:
Design and implement an Risk and Margin monitoring system Integrate the Risk and Margin system with Financial modeling library
Integrate the solution with Data management systems (position keeping, Security Terms and Condition, pricing, client data) across Equities, Options and Futures in multiple regions
Roll out and lead implementation of the solution under the Global Prime Finance umbrella
Define architecture and design for high throughput Risk and Margin framework

Job function:
Design the data schemas and transforms for most optimal query performance of Margin and Risk across aggregation units
Integrate the Risk engine with reference data sources (account hierarchy, product mapping, pricing)
Define design and architecture of highly scalable/horizontal architecture for Margin and risk engines
Develop capacity plan for estimation of storage and compute needs
Develop bridge between Risk engine and Prime Financing Management systems
Develop bridge between Risk engine and Reporting management systems
Implement infrastructure components necessary to maintain low levels of latency between position keeping, P&L systems and risk/ margin data consumers

Qualifications

Undergraduate degree, preferably computer science or engineering, is required.
Experience
Experience with Market or Credit Risk systems
Demonstrated success implementing high throughput, multiple asset, multiple region processing systems
Experience with Equities, Option, Futures, fixed Income, Credit products
Experience of working with diverse and geographically distributed groups
Strong technical/programming skill sets in J2EE and SQL
Experience in agile software development strongly desired
Skills
PLUS: Experience with data warehousing technology (Sybase IQ or KDB preferred)
Strong technical/programming skill sets in Java(Preferred), SQL and C++
Solid knowledge of data design for fast query systems
Agile project management skills and experience with the entire software development lifecycle


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