About this role

Designing and implementing advanced technology solutions for market risk and counterparty risk
Contributing to the evolution of the Global Stress Platform and cloud-based risk infrastructure
Translating quantitative methodologies into scalable and maintainable software solutions
Solving complex methodological and technical challenges
Integrating risk models into production environments
Optimizing system performance
Collaborating with global teams to enhance the bank's risk management capabilities

8+ years of experience
Bachelor's or Master's degree in a quantitative or technical field (Mathematics, Physics, Engineering, Computer Science, or a related discipline)
Advance knowledge of quantitative finance, particularly market risk and counterparty risk
Strong Python programming skills
Strong knowledge of database technologies
Experience developing applications in Java, C#, or C++
Experience with Docker and cloud environments
Experience designing and implementing technology solutions for risk management or quantitative applications
Strong analytical and problem-solving skills
Ability to lead technical initiatives and collaborate effectively with multidisciplinary teams

Senior Manager – Quantitative Risk Developer

Key skills