For one of our clients from South of Europe, we are looking to help them to build a squad within the Market Risk space.
This Squad should have all the functional and technical capabilities that allow executing, all the requests of the Market Risk departments focusing on metrics cycle:
- Sensitivities analysis
- VaR analysis by Full Reval and SHAT model implementation
- Limits control and management
Manage multiple projects and requests concurrently, each in diverse phases, being able to successfully keep up with their requirements and deadlines
Follow the best practices and values to fit the client needs.
Develop specific solutions within market risk field and metrics, within a specified frameworks/app
UAT support tests.
Analysis and resolution of incidents related to the process
Facilitating the effectiveness and continuous improvement of the process
Must have
Min 4 years of experience, Technical Proficiency:
Programming languages: Very good knowledge of Java, these are commonly used in ActiveViam's data analytics products. Understanding of data analytics concepts and tools, especially those related to OLAP (Online Analytical Processing) and in-memory databases.
Power BI knowledge
UI development: User interface development skills, especially using frameworks such as React
Nice to have
Market Risk experience
Advanced Data Integration:
Data Integration Techniques: Advanced knowledge of data integration techniques and tools
Product Knowledge:
ActivePivot: Familiarity with ActivePivot, ActiveViam's in-memory database and analytics platform. Atoti: Familiarity with Atoti, a data science and Python product developed by ActiveViam Software Development:
Languages
English: C1 Advanced
Seniority
Regular
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