Financial Risk Analyst

• Interact with regulators, exchanges and other external parties in explaining company's risk management systems.
• Recommend and implement new and improved procedures, controls and processes.
• Represent department on corporate projects and new system development.
• Evaluate new products and recommend needed procedural and system changes.
• Provide guidance to the model development team challenging the practical design of quantitative models.
• Collaborate with technology partners to drive strategic plans for company's model development, integration and deployment.
• Develop functional capabilities within the organization by driving innovation and continuous process improvements.
• Direct and drive successful relationships with key internal partners and significant external partners.
• Understand regulatory requirements and drivers impacting development goals and plans.
• Provide direction to staff during production issues/outages and ensure standards for accuracy and timeliness are maintained.
• Design and build market risk systems and tools, comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall, using advanced streaming technologies like Flink, AWS cloud infrastructure, and protobuff data schemas.
• Design and build counterparty credit risk system implementing Basel SA-CCR methodology, calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing.
• Perform data analysis, validation and error-checking on large, complex sets of information using data science classification models

• Design and build market risk systems and tools, comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall, using advanced streaming technologies like Flink, AWS cloud infrastructure, and protobuff data schemas. This is a non-technical role, understanding the use of these technologies will be useful
• Design and build counterparty credit risk system implementing Basel SA-CCR methodology, calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing; and
• Perform data analysis, validation and error-checking on large, complex sets of information using data science classification models.

Smartwork IT Services