FRTB Developer

Job Description

This developer will join a Risk Technology team supporting and enhancing an established platform used to calculate risk and sensitivities across products such as credit, derivatives, and interest rates. The core functionality has already been implemented, so the initial focus will be on BAU development, application maintenance, bug fixes, testing, and enhancements, rather than building the platform from scratch. The developer will work closely with team members in the UK to understand the existing technology stack, how the various systems connect, and how risk calculations flow through the environment. The role will initially have a strong focus on FRTB Standardized Approach, with opportunities for more new development as the platform evolves. FRTB IMA is expected to become an important future component, making prior IMA experience especially valuable

Skills and Requirements

• Strong Python development experience.

• Strong understanding of the Risk domain, ideally within financial services / capital markets.

• Experience developing or supporting risk calculators for financial products.

• Understanding of product sensitivities across areas such as:

• Credit

• Derivatives

• Interest Rates

• Experience with FRTB, particularly the Standardized Approach (SA), and/or Basel 2.5.

• Ability to understand a complex technology environment and how different systems/applications connect and interact.

• Experience with bug fixes, testing, maintenance, and BAU support of existing applications. Strong self-starter who can work independently and collaborate with a globally distributed development team, including developers in the UK.

• FRTB Internal Models Approach (IMA) experience is a major plus, particularly as this will become a newer component of the platform.

• Experience with Quartz.

• Experience with Athena.

• Experience with SecDB.

• Deeper knowledge of both FRTB SA and IMA. Experience working on large-scale banking risk technology platforms.

We are a company committed to creating diverse and inclusive environments where people can bring their full, authentic selves to work every day. We are an equal employment opportunity/affirmative action employer that believes everyone matters. Qualified candidates will receive consideration for employment without regard to race, color, ethnicity, religion, sex (including pregnancy), sexual orientation, gender identity and expression, marital status, national origin, ancestry, genetic factors, age, disability, protected veteran status, military or uniformed service member status, or any other status or characteristic protected by applicable laws, regulations, and ordinances. If you need assistance and/or a reasonable accommodation due to a disability during the application or the recruiting process, please send a request to [email protected].