Risk Tech Analyst
Core
Support Quants and Risk models validation efforts by generating and assessing calculated data quality to ensure rapid time to market for new financial products.
Role type
Risk Tech Analyst (Derivatives/Market Risk)
Builds
Risk analytics outputs (SIMM crif files, PL Vectors for VaR, Backtesting, DRC, FRTB SA) and new product models within Murex and Polypath platforms.
Domain
Financial Services / Derivatives / Market Risk
Deliverable
production ML models | product features
Required skills
Murex 3.1, SQL, Python, ANT scripting, JSON, Derivatives analytics, Market Risk practices (stress testing, VaR, FRTB, Time Series, valuation), Core calculation modules (Pricing/Position management/risk management)
Preferred skills
Experience with IRD, FXO, EQD lines of business, Experience with local calculation platforms (Murex, Polypath, BER), Integration with Global Risk platform (Matsuri)
Technologies
Murex, Polypath, BER, Matsuri, SQL, Python, ANT
Responsibilities
Generate numbers from Murex & Calculation engine platforms, Troubleshoot data quality issues, Configure Murex environments, Support automation of data generation, Develop test plans for enhancements, Create and maintain knowledge base and documentation, Collaborate with IT teams for multi-platforms integration
Seniority
Mid-level, hands-on IC
