The Risk and Analytics function (R&A) was one of the first truly cross-asset teams, or “Horizontals” to be created within the Investment Bank. Comprised of over 900 people in 9 countries, our objective is to consolidate, streamline and simplify the generation, analysis and visualisation of Risk within the Investment Bank onto strategic, cross-asset platforms. Wherever possible we are taking and enhancing existing best of breed solutions from across R&A and migrating other asset classes onto those solutions.
The migration from a legacy, siloed, asset class specific environment to a shared, cross-asset, platform is a complex one and we’re running that work as a programme. Within the programme there are a number of key work-streams including Risk Generation, Risk Publication, Market Data and Static Services, Trade Object Services, Streaming Pricing, Price Generation, Analytics Integration, and Excel & Risk Tools.
Main Function The successful candidate will join the Risk Publication Function within the R&A organization as a Risk and PnL Java developer.The main function of this job is to build out Risk Publication platform for R&A .
The main duties of the job will be composed of the following.
(i) Build out to technical specifications on the Risk Publication platform. The Risk Publication platform is the Data Storage, Processing and Visualization platform for Risk , PnL and other metrics managed by R&A.
(ii) Understanding capital analysis and stress scenario technical requirements and code them on the R&A risk publication which is built on the hadoop eco system
(iii) The developer should have very good communication skills as they have to interface with developers globally
(iv) Have a very clear understanding of the technical strategy for R&A and implement components that are aligned to that strategy
Person Requirements The candidate should have the following requirements
(i) strong Java developer
(ii) have strong knowledge in SQL on any RDBMS
(iii) have a working knowledge of hadoop and technologies in the hadoop eco system
(iv) very good written and verbal communication skills
(v) risk and pnl knowledge on cash and derivatives products is preferred