Role Summary 6 MONTH FTC
Responsible for the successful implementation and delivery of strategic projects that are vital for the Chief Risk Office.
Working closely with Risk Managers and Risk Controllers to ensure smooth delivery of complex projects and workstreams. Ensure the highest level of data quality and integrity which feeds the risk systems.
Delivering on allocated projects and system development items as well as proactively engaging on risk or control improvement ideas with the wider team.
Articulate and present commercial effectiveness of requirement proposals within a project or initiative.
Face off to one or many business areas and stakeholders understanding high level requirements and challenging where necessary.
Work independently to elicit, validate and document systems requirements act as a key point of contact for the risk system development teams.
Participation in the design process coordinated by the Risk Management team, participate in systems functionality approval and ensure the functionality / benefits envisaged are delivered.
Support the Testing Strategy and input into the coverage of Test scenarios and conditions ensuring all requirements in scope are tested.
Experience of the risk system development lifecycle, the roles and responsibilities on large projects and the motivations of the various stakeholders involved
The Company may require you to carry out other duties from time to time
Skills and Experience Required
A strong quantitative background gained in education and / or in a professional setting with particular focus on options pricing & hedging as well as exposure to risk management concepts.
Risk domain and clearing business knowledge E.g. Initial / Variation Margin, Position Limits, Probability and Loss Given Default, VaR, Stress Testing & option greeks and concepts
A good understanding of financial markets gained in a Brokerage or Banking institution from either the Risk Management or Trading sides.
Experience of risk managing Exchange Traded Futures & Options.
Capable of exposure regression analysis and explaining differences between production systems and UAT. Breakdown of variables driving the differences.
University graduate in Finance, computer science or numerate related disciplines
Experience in documenting requirements, validating functional specifications, drafting testing approach plans and user acceptance test cases
Understanding of how projects are delivered, including project lifecycle. Ability to understand and document processes using data flow diagrams
Experience in risk system development cycles and working with Risk Technology departments.
Strong ability to understand and use complex systems and take a logical and constructive approach to investigating and communicating system problems
Ability to build and maintain effective working relationships across all areas of the firm and communicate effectively across all levels.
Strong Microsoft Office skills, high level VBA skills within Excel