Quantitative Developer - Risk IT

Euronext

Education
Benefits
Skills

The candidate will join the Risk Management department as part of a newly created function (RiskIT) closely interacting with IT business. He/she will support various development efforts within the overall risk management business with particular focus on infra aspects, prod systems / incidents / clients support, risk process automation, interactive tooling. The candidate will play a crucial role in establishing a strategic link between Risk and IT departments.

Euronext Clearing is a multi-asset clearing house that provides proven risk management capabilities across a range of markets and trading venues.

Euronext Clearing is the CCP on several markets across a range of trading venues including Euronext Amsterdam, Brussels, Dublin, Lisbon, Milan and Paris Cash Markets, Euronext Milan Bonds and Derivatives markets, MTS, BrokerTec and Hi-mtf.

Euronext Clearing aims at becoming the CCP on financial derivatives and commodity derivatives on Euronext Amsterdam, Brussels, Lisbon, Paris and Oslo by Q3 2024.

Euronext Clearing is the new commercial name for the legal entity Cassa di Compensazione & Garanzia S.p.A.

Key Responsibilities

The candidate will be accountable for the following activities:

  • Act as part of a new strategic layer for efficient collaboration between Risk and IT departments (e.g. establishment of Data Layer, support of prod investigations / incidents, reconciliations, prototype design and development, functional specs provisioning, etc…)
  • Support Risk Management processes and BAU activities (risk monitoring, reports preparation, etc…)
  • Design and deliver strategic automation for BAU processes leveraging on AI and latest technologies
  • Design and develop interactive tools (GUI) to support various data analytics streams, data quality & time series analyses and risk monitoring
  • Support ad-hoc analyses and requests arising from Regulators and/or clients and ISV
  • Critically analyse business processes to identify where risks could occur
  • Evaluate the adequacy of the IT controls and other mitigants

Candidate Profile

  • Master degree in computer science, engineering, physics or related quantitative field
  • Strong knowledge of Python
  • At least 4-5 years of work experience in the financial / technology services (banks, asset managers, fintech, regulators, audit / consultancy firms)
  • Knowledge of software development best practices (object-oriented design, version control, continuous integration, test-driven development, restful APIs)
  • Familiarity with risk management framework, methodologies, risk metrics (VaR, ES, etc…) and risk systems architectures
  • Ability to cope with pressure, stringent deadlines and prioritise workload accordingly
  • Knowledge of GUI and interactive tools design / development will be a plus
  • Strong analytical skills, critical thinking, attention to details and problem solving attitude
  • Strong communication and presentations skills
  • Fluency in both spoken and written English

We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.

Additional Information

This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks, projects.

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Confirmed 3 hours ago. Posted 30+ days ago.

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