Head of Risk Results and Data Management – Director – London – £120-170k recruitment
The aim of the Strategic Risk Program is to produce bank-wide aggregated risk on demand, enabling more effective capital allocation, trading decision making and risk oversight across the Bank.
The target state requires a significant increase in the scalability, performance and flexibility of bank wide risk data management and aggregation capabilities. The Real Time Data Management Aggregation workstream has been setup to determine the blueprint for this component.
To start to address this challenge, the workstream is reviewing emergent technologies suitable for the target architecture, and will then execute a number proof of concepts to measure the suitability.
Essential experience:
-Large scale enterprise project management experience
-Good technical background:
-Traditional database (Oracle, MSSQL) and of more emergent data management technologies (NoSQL, NewSQL, MapReduce, ObjectStore, Graph).
- development languages (Java, C#, C++), platforms (J2EE, .NET), and operating systems (Windows, Linux).
-Strong background in data analysis within complex software environments
-A good understanding of the credit and/or market risk business processes within Investment Banking (CVA, VaR, Sensitivities, Stress testing, P/L Vectors, Risk Aggregation, Regulatory capital)
-Experience building strategic Risk Management systems within an investment bank
-Experience of database design and implementation
-Agile development methodology