VP - Senior Risk Developer - Quant Analytics

You will develop and maintain C++ libraries, which form part of a market risk management system (the "Risk Modernization" or "Risk Mod" program). Risk Mod provides a uniform risk interface across diverse trading desks, and in particular, allows the bank's Group Risk function to define and execute standardised risk measures across those trading desks. Your focus will be the libraries that i) generate instructions for market data shocks/pricing and, ii) calculate risk measures from the scenario outputs, and maintaining the DevOps engineering infrastructure used to build the libraries. With an understanding of the full Risk Mod pipeline and the role of the Expansion and Recomposition components within it, you will maintain and extend the functionality of these libraries. You will also administer and maintain the technological infrastructure used to build and publish the libraries and respond to ongoing DevOps requirements. This position is full time and will require you to work a minimum of 4 days in the office per week with the option to work one day from home.