Imported from previous forum
[ original email was from Adam Elkind - aelkind@comsys.com ]
Market Risk Production Technologist: The Market Risk group is responsible for calculating, for all trading desks and all financial products globally, the Firms trading risks arising from market factors. These calculations are analyzed and reported to variety of audiences, including trading desks themselves, as well as senior management of the Firm, and external regulators. Market Risk interacts closely with trading desks for the production of these calculations, as position information, market sensitivities, and pricing calculators are shared between the front office and Market Risk.
Two primary focus areas for this position will be 1) to work on special projects to improve system availability, data quality, usability, and maintainability of the Market Risk System 2) provide real time assistance & support to Market Risk Analysts. Position provides opportunities to interact very closely with MRT Sr. Technologists and Market Risk Analysts to understand intricacies of wide range of business lines and market risk concepts.
Principal Responsibilities:
Immediate Set of Responsibilities
-Identify and implement key improvements to availability processing in firms market risk system.
-Improve pre and post processing data quality.
-Assist in regular Market Risk Analyst Front Line Support/understanding key user support issues, recommending solutions to solve recurring problems.
-The position will require candidates to become very familiar with the underlying businesses and product lines we support, as well as our business process for analyzing and reporting risk.
Experience/Skills:
-C++
-Perl
-Java
-Strong Analytical Skills specifically looking at code to determine root causes and recommend solutions.
-Strong Communication Skills
-Strong Finance acumen desirable
-Aptitude to learn new businesses and understand system flows
-Familiarity with SecDB/Slang preferable
-Ability to multitask on more than one deliverable