Market Risk System Specialist Investment

  • 34428
  • Life - Investments
  • |
  • Switzerland
  • |
  • Dec 3, 2018
Insurance
RESPONSIBILITIES
  • Maintaining & developing the Investment Management Market Risk Platform.
  • Implementing new functionalities, e.g. security loaders, shocks, scenarios and simulation definitions.
  • Operating the platform; calculating and simulating the risk figures including technical quality control of all inputs and results.
  • Providing market risk figures and views for analytical purposes.
  • Collaborate with external system and data providers as well as company internal stakeholders.
QUALIFICATIONS
  • University degree in areas of Computer Science, Engineering, Economics or Business Administration to Bachelor level, Masters is preferred.
  • 5+ years of hands-on experience in all stages of the software development life-cycle, i.e. design, implementation, testing, delivery and maintenance.
  • Fluent in Java and SQL; additional experience with languages like Python and R is an advantage.
  • Interest in applying new programming approaches.
  • Experience in the design, implementation, and operation of a financial risk system.
  • Good understanding of financial instruments and their risk characteristics.
  • Used to working in a regulated environment.
  • Team player and self-motivated.