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IT RISK SPECILIST VALUE AT RISK GREEKS, UNIX, WINDOWS, ORacle
| Listed on: | 9th May |
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| Location: | Switzerland |
| Salary/Rate: | £50000 - £75000 |
| Type: | Permanent |
| Start Date: | ASAP |
| Reference: | EFZ001PL |
| Recruiter: | Aston Carter |
WE ARE OFFERING A FANTASTIC OPPORTUNITY AT OUR STARTUP COMPANY FOR A RISK IT/
VALUE-AT-RISK SPECIALIST
The system environment consists of bespoke software, off-the-shelf products and in-house developments, running in a mixed Solaris and Windows environment, with Oracle and Informix databases, as well as connections to all relevant market places (e.g. SWX) and market data providers (e.g. Reuters, Bloomberg, Telekurs) The applications comprise the whole front-to-back trading functionality, from Client-Relationship / Sales to eCommerce, Trading, Risk, Operations, Settlement and Accounting.
Your responsibility
Setup and maintenance and daily operation of the Risk-IT infrastructure, in particular the Value-at-Risk and Stresstesting Engine. Developing a database for historical market data and maintain various interfaces to the trading system and the setup of the pricing library.
Defi ning the server architecture to ensure a parallel risk computation on more than 100 cores and support the business in setting up risk and product reports and in various daily and ad-hoc risk simulations. We require in completing our team:
-Strong analytical and IT skills
- Willing to show above-average performance
- At least 3 years of relevant experience in the IT, trading or risk management area of a major bank
- Excellent Unix / Windows / Network skills
- Sound knowledge of fi nance (Value-at-Risk, Greeks etc.)
- Sound experience in database administration (preferably Oracle) and interfaces to market data provider
- Experience in Unix shell and Windows scripting and Visual Basic
- Experienced in trouble-shooting
Aston Carter Ltd is acting as an Employment Agency in relation to this vacancy.
VALUE-AT-RISK SPECIALIST
The system environment consists of bespoke software, off-the-shelf products and in-house developments, running in a mixed Solaris and Windows environment, with Oracle and Informix databases, as well as connections to all relevant market places (e.g. SWX) and market data providers (e.g. Reuters, Bloomberg, Telekurs) The applications comprise the whole front-to-back trading functionality, from Client-Relationship / Sales to eCommerce, Trading, Risk, Operations, Settlement and Accounting.
Your responsibility
Setup and maintenance and daily operation of the Risk-IT infrastructure, in particular the Value-at-Risk and Stresstesting Engine. Developing a database for historical market data and maintain various interfaces to the trading system and the setup of the pricing library.
Defi ning the server architecture to ensure a parallel risk computation on more than 100 cores and support the business in setting up risk and product reports and in various daily and ad-hoc risk simulations. We require in completing our team:
-Strong analytical and IT skills
- Willing to show above-average performance
- At least 3 years of relevant experience in the IT, trading or risk management area of a major bank
- Excellent Unix / Windows / Network skills
- Sound knowledge of fi nance (Value-at-Risk, Greeks etc.)
- Sound experience in database administration (preferably Oracle) and interfaces to market data provider
- Experience in Unix shell and Windows scripting and Visual Basic
- Experienced in trouble-shooting
Aston Carter Ltd is acting as an Employment Agency in relation to this vacancy.
http://www.technojobs.co.uk/job.phtml/130216
| Contact Name: | Patrick Lenz |
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