Risk Tech Analyst

Title: Risk Tech Analyst
Location: New York (Need Onsite day 1, Hybrid 3 days from office No Remote)
Duration: 12 months
Positon type: W2 contract/ Full Time

Job Description:

The Risk Tech Analyst will specifically help to generate and assess the calculated data quality, Risk Tech Analyst also supports Quants and Risk models validation efforts.

Job Responsibilities:

• Able to assist different teams in generating numbers out of the Murex & Calculation engine platforms.
• Able to troubleshoot issues related to generated data quality, validate required static / market data /scenarios.
• Able to rerun as needed data/files depending on various data requests from users to provide end to end support on Risk framework.
• Develop test plans for enhancements & new products initiated by Front office, or Risk and requiring analytics documentation/validation.
• Create and maintain a knowledge base, support scripts, documentation, and procedures.
• Collaborate with different IT teams to support multi-platform integration.

Required Qualifications

• Overall 8+ years of IT experience
• 5+ years of experience in Derivatives line of business (IRD, FXO, EQD)
• Strong experience in Front office & Market Risk
• Hands on experience in stress testing, VaR (Value at Risk), FRTB, Time Series and valuation
• Good experience in SQL
• Experience in Python, ANT scripting, JSON format.

Good to Have:

• Experience in Murex 3.1
• Experience in Market Risk cross Asset or cross-platform implementation.