Description
As part of the RepoClear Business lines, the Business “Risk IT” team is accountable for designing and building Risk IT systems, automating continuous development, implementing software applications, and testing the system.
The RepoClear SA Risk IT team works directly with and under the direction of the Product Owner team based in Paris and also in close relation with the centralised architecture teams.
Key Responsibilities:
- Design and development of the backend engine for Risk IT and clearing
- Full cycle of testing from the theoretical model to production
- Implementation of Market Data and Risk related projects
- Gathering of business requirements and agreeing between IT, App Support teams, businesses teams in RCL and Exchanges
- Analysis and implementation of performance improvements to the existing risk models across different products
- Maintenance and support of the existing risk libraries and risk simulators
- Provide 3rd line support for Risk Applications
Working experience:
- Background in counterparty or market risk, including a strong grasp of risk calculation methodologies
- Proven track record in implementing and maintaining stress and Value-at-Risk (VaR) models
Education:
- Degree in a numerate discipline
IT Skills:
- 7+ years of experience in the software development
- Strong programming skills: Java 21, Spring, REST
- Experience in risk or a quantitative role
- Experience in delivering IT solutions from the design to production
- Sound conceptual / technical knowledge of modern IT infrastructure stack
Soft Skills:
- Able to work Independently, problem solving skills
- Effective communication skills (written and oral)
- Ability to work with team delivery environment