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Risk Business Analyst - Financial Services - Clearing - Up to £750 per
Eingestellt von Kite Consulting Group Limited
Gesuchte Skills: Java
Projektbeschreibung
KEY RESPONSIBILITIES WILL INCLUDE:
- Mapping and understanding the data flow in the existing risk engines across the clearing house
- Sourcing data from those flows into the new risk engine
- Conducting input and output tests to test the accuracy of the VAR algorithms
- Building the financial algorithms for the risk engine, using VaR, across multi-asset classes
- Where output data is flawed, remodelling algorithms accordingly
- Liaising with the Java tech lead to re-configure the Java risk engine
REQUIRED EXPERIENCE:
- Must understand and have built risk algorithms across multiple asset classes
- Must have risk experience in a CCP context
- Must have some core BA skills and be a true Risk SME
- Experience building VAR algorithms is essential
Projektdetails
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Einsatzort:
London, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
3 - 6 months
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung