Responsibilities
· Develop and maintain technological infrastructure for Risk Office
· Develop and maintain analytical tools, e.g., for VaR and scenario analysis
· Develop and maintain visualization tools, e.g., using PowerBI
Qualifications & Skills
· Bachelor’s degree or equivalent in computer science / engineering or data science
· Min 10 years of relevant working experience
· Experience of functional testing and system integration
· Experience of Python, Java and relational databases (preferably Postgres)
· Ability to handle large amounts of data of varying frequency and structure
· Experience of data pipeline implementation using ETL tools
· Solid understanding of financial derivatives pricing and risk measurement
· Good written and verbal communication skills
· Ability to work with cross-functional teams
