IB– Business Information Records Officer (BIRO), VP
Core
Building scalable front-office pricing and risk management systems to ensure consistency across the bank and rational allocation of risk budget and capital.
Role type
Senior quantitative analyst / risk modeling engineer (Python/C++)
Builds
Scalable, flexible front-office pricing and risk management systems with consistent interfaces to middle and back offices.
Domain
Investment Banking / Financial Risk Management / Quantitative Analytics
Deliverable
production ML models | product features
Required skills
Python programming, C++ programming, Object-Oriented Programming (OOP), data structures (stacks, queues), market data integration, financial pricing models, risk modeling, econometrics (PCA, regression), regulatory compliance remediation
Preferred skills
CFA/FRM/CQ certification, knowledge of financial instruments across asset classes, applied econometrics
Technologies
Python, C++, SQL (implied by database design), market data sources
Responsibilities
Develop complex processes and frameworks for risk analysis; implement and maintain market risk measurement frameworks; translate business problems into manageable technical solutions; coordinate with global stakeholders (London/NY/Frankfurt); design automated, scalable solutions; develop data tables and databases; remediate regulatory findings; challenge business assumptions; conduct quality assurance reviews
Seniority
Senior, hands-on IC
