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Hands-on Risk/Margin Technical Analyst(Consultant): Margin Technology
Ref No.: 18-08080
Location: Jersey City, New Jersey
Our financial client in Jersey City has an opening for the role below.

Hands-on Risk/Margin Technical Analyst(Consultant): Margin Technology

The MCS(Margin Calculation Service) IT team is responsible for the design and build-out (and ongoing support) of a global, multi-product, multi-entity operational margin risk calculation system used to service our ICG business areas. Our system is built using state of the art design and Java/J2EE technologies, runs 24 x 6. We provide a variety of utilities (configuration management and control, execution & workflow, reporting) to facilitate a scalable and controlled operational environment for our clients.

The successful candidate will have strong analytical skills, strong product(across asset classes)/risk/market data knowledge, depth of technical expertise across the full software stack, and strong communication skills.

• Play a consultative role to business partners and continuously seek out and propose creative solutions and innovative technology ideas to meet business goals
• Be able to work with business(CPM/Cross Product Margin desk, research/quants team) to evaluate risk/scenario based calculations(VaR/Stress)
• Liaise with business to understand strategies and interpret underlying business needs, thoughtfully transform them into clear business and design requirements, and with developers, to analyze, propose and design technology solutions
• Communicate continually with stakeholders the statuses of deliverables and flag potential risks and delays to successful completion of all projects

• Bachelor's degree
• Relevant 5+ years of experience in Financial Services Industry
• Ability to multi-task & liaise with business, tech teams & other developers
• Strong knowledge of market risk & XVA (a plus)
• Thorough understanding of Fixed Income products, and related market, credit, and operational risks
• Quantitative Education
• Must have experience with pricing and risk modeling of a variety of asset classes (credit derivatives, rate derivatives, fx, futures, etc.)
• Knowledge of Client centric risk systems (a plus)
• Knowledge of VaR and Stress calculations
• Demonstrated experience in leading analysis and requirements design
• A "do whatever it takes attitude”, dedication to quality, ability to work independently, and complete attention to detail

• Excellent communication skills – comfortable interacting with senior management teams
• Strong analytical and problem solving skills
• Strong cross-group collaboration and relationship management skills including coordinating with geographically dispersed teams to achieve deliverables
• Must be highly competent with Excel and SQL.
• UNIX scripting, Oracle PL/SQL
• Java and J2EE (a plus)