Risk Analysis Developer recruitment
Key Skills and Responsibilities:
Responsible for reporting, daily operational and risk management processes, and development of new functionality per business’ requirement
-Implement and generate risk related reports.
-Implement and manage batch jobs to calculate portfolio value and PL.
-Work closely with the back office team and clearing firm to verify positions, trading activities, and money transactions data.
-Investigate and resolve occasional inquiries from operations, trading desk and technical support team.
-Evaluate and reduce potential risks in equity options trading.
-Design and test new risk management functionality as needed.
Job Requirements:
-Quick and self-motivated learner, effective communicator and easy-going team player
-key technologies : SQL(Postgres and MSSQL preferred), GROOVY in a Linux environment, and VBA with Excel in a Windows environment, Java.
-Basic quantitative analysis skills
-Knowledge of equity option, valuation methods, as well as risk evaluation.
-Experience working with large data sets of historical price data.
-Education: financial math or computer science. MS or Bachelor w/ 1+ year’s experience