Exinity is hiring a Risk Developer.

Responsible for the development and maintenance of the Market Risk Analytics infrastructure and all Quant-related initiatives.

• Build a Python Risk Analytics library from scratch in Python covering:
• Risk exposure: breakdown of exposure by asset class, product, client, counterparty etc.
• Trading activity: turnover, execution statistics
• Performance: PnL attribution/contribution, performance ratios, market monitoring statistics
• Value at Risk: build new engine to calculate VaR and other tail risk metrics
• scenario analysis and stress testing: build new engine to run historical or user-defined scenarios
• Liaise with IT to ensure risk analytics are properly documented and integrated within the wider Tech infrastructure constantly improve the Risk data model and build Risk data marts
• Liaise with Senior Management and Dealing to constantly improve the portfolio risk quantification and visualization. Suggest new metrics, breakdowns etc.
• Products covered: mainly FX and to a lesser extent Equities, Commodities an Crypto

Qualifications

• Qualification: MSc/BSc in Computer Science or scientific subject (preferably maths, physics, or quantitative finance).
• Experience: at least 3 years of professional experience as a Quant Developper, ideally in a Bank, Broker or Asset Manager
• Software skills:

Essential:

• Python (at least 3 years) with good understanding of OO programming, pandas, numpy, pyspark, timeseries
• SQL: able to write complex queries, stored procedures
• Data Analysis: sound understanding of data modelling (EER concepts, normalisation, etc)

Nice to have:

• Experience working with cloud solutions and platforms on prod, Azure preferrable
• Data Visualization with any popular BI tool
• Familiar with ORM
• Machine Learning techniques
• API development
• Certifications / technical knowledge

Essential:

• Good undertanding of core statistical concepts (distributions, correlations, regressions, etc)
• Good undertanding of trading workflow and portfolio concepts (order, margin, PnL, exposure etc)
• Exposure to FX

Nice to have:

• Exposure to other asset classes (Equities, Commodities, Crypto)
• Understanding of VaR and scenario analysis

Soft skills

• Intellectual rigour: ability to challenge and validate results
• Pro-active, not afraid to start a project from scratch, take responsibilities, propose and design solutions
• Strong attention to detail
• Language Proficiency:
• Fluent English both written and spoken is essential

Additional Information

Benefits:

• Competitive salary
• Medical insurance
• Discretionary performance related bonus
• Paid sick leave days for self and for taking care of your dependents
• Interest free loans
• Hybrid working policy
• A focus on your wellbeing, including talks and access to self-development tools
• Flexi benefits / Quarterly allowance
• Global Employee Assistance Programme