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C++ Engineer Market Risk

Contract type: Interim / Project consulting
Location: sydney
Industry: IT - Other
Salary 0.00
Start Date: 08/12/2020
Reference: 113167
Contact name: Amaranda Pavosevic
Contact email: apavosevic@siriustechnology.com.au
Job published: December 09, 2020 11:12

Job Description

C++ Senior Engineer, Market Risk Systems



The work:

Long term consulting / contract assignment supporting system compliance with FRTB.

Looking for engineers with strong mathematical in engineering skills building internal models for market risk calculation.

 Leverage new strategic platforms ensuring the bank can push through the 1.3million trades on a daily basis and create the reports for the regulator.

 

The Stack and framework:

The market risk framework being used is Kepala

 

Relationships:

High profile role reporting into head of the Market risk area supported by qualitative analysts and the business in risk management.

 

You the person we need:

We need a heavyweight engineer from the capital markets space who has worked with various types of risk management found in the financial markets.

 

We are looking for a person who has a view on how risk calculation models are built and  comfortable with the level; of mathematics required.

 

This is a long term contract that will run into and past the FRTB deadline, expected to run until 2022 / 2023.

 

Please call Amaranda on 02 9270 5229 and apply for the role on this website.

Thank you.

 

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