A top financial services firm in Boston, MA is looking to add a Senior Solutions Architect to thei Risk Technology team. This is a "hands-on" solutions architect position with design & implementation responsibilities required to support Global Market Risk Technology Platform including Market Risk, counterparty Credit Risk and workflow, and limit management. This person will be responsible for the following: * Lead the end-to-end architecture topology design and implementation of multiple project executions for risk management and analytical systems. * Responsible for project execution as well as technical design & implementation effort, including applications framework, technology design & patterns, relational database design best practices. * Help to ensure architecture and development standards and best practices are followed during architecture, design and implementation phases. * Leads technical teams by leveraging standard development lifecycle methodologies, and specific knowledge of the Rational Unified Process, Agile and iterative development. * Coordinate project communications, risks, and issues resolution within technical teams. * Manage and mentor junior risk analysts and database developers globally. Skills needed in this position: * Must have "hands-on" expertise and domain experiences in entire lifecycle enterprise system design and implementation - Unix/Linux/Windows. Must be fluent in J2EE, Web 2.0 and SOA frameworks/architectures implementation, as well as fluent in XML and messaging middleware such as IBM MQSeries. * Must understand relational database design and modeling. Data warehousing skill set is a plus. * Financial markets background and risk domain knowledge are highly desired. Must have excellent oral and written communication as this role will interface with both business and multiple IT team members in Boston as well as offshore. * Knowledge or experience with industry standard comprehensive risk and compliance framework/solution for market and credit risk such as Algorithmics, RiskMetrics, Murex, Calypso and etc, is a big plus. * Knowledge or experience with implementation of sell-side market and credit risk workflow and control, and security pricing/valuation for foreign exchange, fixed-income, and/or equity derivatives is a plus. * Knowledge or experience with risk management concepts - market risk VaR, credit spread VaR, Credit PFE/CVA, risk sensitivities, stress testing and backtesting * Financial modeling experience, including the use and support for tools such as MATLAB, SAS or Bloomberg, is preferred. If you are interested in this opportunity please apply here or call me at 212-707-8501. Thanks!
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http://www.huxley.com 