Front office Java Risk Developer
This Market Credit Risk Technology team provides support and a framework to the Interest Rate Equity derivatives and Commodities Risk Management unit in order to successfully measure, monitor, and report market credit risk across the organisation for those specific asset classes. We are looking for a strong front office risk developer to develop new front office risk and valuations systems. This role is to join a team of 5 and in terms of experience, an intermediate hire is preferred AVP-SVP level (3-8 years)
· Develop a new market risk system from scratch which calculates end of daylive risk and does scenario analysis (using grid computing) across all the Interest Rate Equity derivatives and Commodities desks including swaps, repo, options and exotics
· Developed a suite of risk reports for traders to capture the exposure of portfolios to market risk and credit risk
· Constructed trade level exposures for vanilla swaps portfolios
This is an immediate hire, interviews have already begun. GQR also welcomes tentative enquiries from suitably qualified individuals.Confidentiality and utmost discretion is 100% assured.
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