As a member of the Risk Change and Testing team within SwapClear, the candidate is required to be experienced in delivering business change within the Investment banking sector. The candidate will assist in the delivery of specific risk change projects The candidate will assist in the automation of Risk testing processes thus improving the current Risk testing practice for change.
The candidate is expected to have knowledge and practical experience of market risk concepts, e.g. Market Data, Pricing and Sensitivities. The candidate should have a strong understanding of the valuation and product specification for all instruments traded in the Interest Rate Derivatives market and be fully aware of the project lifecycle. The candidate having proficiency with either Python/C++/Java and Jenkins would be useful.
The role will be in the In-Business Risk team, whose responsibilities include development and maintenance of high quality pricing models and a comprehensive risk management framework. The role will involve close liaison with the wider Risk management teams, Technology and Operations team, and other internal/external groups, on a regular basis.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.