IT/BA Quant (Risk)

People in Computers

Posted on Jan 28, 2024 by People in Computers
Paris, France
IT
Immediate Start
Annual Salary
Contract/Project
  • Assist the First Line Risk efforts to build a comprehensive, structured and well documented Python library on a new environment based on recent technology
  • Build Python based script/notebooks/dashboards covering areas such as risk management reports (Margin analysis), controls (data quality reports), analytics (Portfolio analyzer), Default Management tools, Model testing (Backtesting, sensitivity testing)
  • Make sure that all scripts/reports/notebooks/dashboard are robust, reliable and can run locally and on the cloud based infrastructure;
  • Adhere and contribute to ongoing efforts to the library maintenance, including code clarity, code documentation in collaboration with the Quants, IT Quant and BA risk team;
  • Suggest library improvement and/or code refactoring;
  • Draft/Write requirements on risk part when necessary;
  • Write or be involved in test plans and test cases conception as well as potentially execute them if necessary;
  • Train other resources across FLR team (Quant/Change/Prod as the case may be).

Reference: 2708044411

https://jobs.careeraddict.com/post/87464785

This Job Vacancy has Expired!

People in Computers

IT/BA Quant (Risk)

People in Computers

Posted on Jan 28, 2024 by People in Computers

Paris, France
IT
Immediate Start
Annual Salary
Contract/Project
  • Assist the First Line Risk efforts to build a comprehensive, structured and well documented Python library on a new environment based on recent technology
  • Build Python based script/notebooks/dashboards covering areas such as risk management reports (Margin analysis), controls (data quality reports), analytics (Portfolio analyzer), Default Management tools, Model testing (Backtesting, sensitivity testing)
  • Make sure that all scripts/reports/notebooks/dashboard are robust, reliable and can run locally and on the cloud based infrastructure;
  • Adhere and contribute to ongoing efforts to the library maintenance, including code clarity, code documentation in collaboration with the Quants, IT Quant and BA risk team;
  • Suggest library improvement and/or code refactoring;
  • Draft/Write requirements on risk part when necessary;
  • Write or be involved in test plans and test cases conception as well as potentially execute them if necessary;
  • Train other resources across FLR team (Quant/Change/Prod as the case may be).

Reference: 2708044411

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