CA CIB UK

★★★★★

Head of risk engine development services

06 October England - Greater London, London Perm

Summary

IT Pricing Services (Cross Asset) is responsible for a few mission critical core applications for the Bank.

These applications are key to the Global Markets business and require highly skilled individuals to develop and maintain them.

To manage these in-house developed systems the candidate must have:


• Leadership and Management qualities as well as stakeholder management with senior business managers.


• Experience in designing, building and supporting real time, mission critical systems.

• Experience in managing team of senior developers and delivering on technology roadmap and architecture

• The candidate must be a self-starter, energetic individual able to guide and coach individuals and lead by example

• Very strong technical background.
Experience working in multiple asset classes.

• Experience building and maintaining complex grid computing architecture and large data analytical tools as well as cloud technology deployment

• The candidate must be a self-starter, energetic individual with good communication skills to present technologies to senior business stakeholders.
These technologies will transform the way the bank operates its day to day risk management.

Key Responsibilities

1. Stakeholder management on Pricing services platforms especially on strategic regulatory programs (FRTB, MIFID2 and Front Office strategic roadmaps)
2. Leading and managing developers on the team.
Leadership will be facilitated by being stronger technically than other team members, 'leadership by example' and ability to mentor and develop the team.
3. Design and Development of the in-house risk and position keeping (risk engine) platform, Quant library wrappers and pricing services components including grid computing (Grid as a Service).
4. Development of complex and critical components of the platform and providing 3rd level support on these components in case of any incident.
5. Definition of the architecture and technical direction of the platform
6. Working with the different development and support teams to deliver cutting edge applications

Management and reporting

1. Perform assigned responsibilities in a professional manner, according to the Company's and Department's agreed policies and procedures, and in accordance with agreed personal objectives, identified both at the Appraisal and separately assigned .
2. Support the Business requirement to maintain services where necessary on a 7 by 24 basis.
3. In conjunction/agreement with their management acquire and maintain the necessary product, professional and PC skills to carry out the assigned responsibilities.
4. Provide timely reporting to management (IT or Business) of progress and problems, using the reporting mechanisms provided
5. Participate in relocation projects, BCP tests, power-downs and externally imposed testing activities, to ensure that the systems and services that are supported continue to be provided to the Business.

Higher Education (Degree or equivalent) 2:1 grade or above

Desirable:
Post graduate qualification in a numerate subject with significant computing content.