Risk Developer

Full time @Exinity in Business Management
  • Limassol, Cyprus
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Job Detail

  • Job ID 7542
  • Remote Job No
  • Academic Level BachelorMasters

Job Description

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

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