Senior Information Technology Business Consultants
Iris Software Inc
7d ago

Team Overview :

The Risk engine group is responsible for designing, development and level 3 support for the risk calculation engines within the Risk & Technology group.

This group is primarily focused on the calculation, aggregation and reporting of the risk analytics across wholesale and retail credit risk.

IRIS is hiring a Senior Information Technology Business Consultant. The right candidate will be working on projects based in a risk environment and will be part of a small group that handles Credit Risk VAR globally

  • The role will lead the quantitative and analytic modelling for the following products : OTC derivatives (Interest rates, equity Derivative, commodity, foreign exchange and CDS.
  • mortgages, cards and loans.

  • Exposure to some of the techniques like : Potential exposure, Collateralized Potential Exposure, and Credit loss Projection.
  • Experience in providing thought leadership AND experience in being part of the risk group think tank in addition to people management and complex project management.
  • Confer with clients to identify and document requirements
  • Conduct business and technical studies
  • Design, develop, integrate and implement information systems business solutions
  • Provide advice on information systems strategy, policy, management, security and service delivery
  • Qualifications

  • The successful candidate should be familiar with banking risk management policy and regulatory requirement.
  • Professionals should come from Credit Risk background ideally with Quant Modelling knowledge. They should have CVA domain expertise in CCAR, Basel and VAR.
  • Background in implementation and testing new features for VAR Calculation Service application module.

  • Leadership and managerial skills : This includes Strategic thinking, collaborating, problem solving and decision making, planning, meeting management, delegation and communications.
  • Experience Using Agile methodology (SCRUM) for developing new features for risk application, with each SPRINT lasting for 2-
  • 3 weeks. Active Involvement in analysis, specification, design, implementation and testing phases of Software Development Life Cycle (SDLC).

  • 10 plus years of Quantitative Risk Management, Capital Markets, & Credit Risk experience
  • The successful candidate should have experience in managing a diverse and dynamic team consisting of quant professionals located in three to four centers worldwide consisting of data scientist, Machine learning experts.
  • Expert knowledge and a minimum of 10 years’ experience in Object oriented programming for Capital Markets.
  • Experience working on distributed system and handling & processing of large scale data(trades, risk, market data etc)
  • Experience working with in-memory caching solutions (in-house built) or vendor-based products
  • Able to troubleshoot problems in multiple environments in a stack with diverse technology
  • Minimum 5 years of experience working and coordinating with diverse global teams consisting of quant developers, data scientist and machine learning experts.
  • Experience Using Complex algorithms Monte-Carlo simulation, historical simulation for enhancing and developing new features for risk application using relevant technology and language
  • Experience in two or more programming languages like Python.
  • Exposure to Big Data technologies / Hadoop technologies.
  • Knowledge and experience working with Apache Hadoop, Spark, Hive, HBase, Sqoop and / or any related vendor-based big data products such as Pivotal Hawq / Greenplum, Cloudera Impala
  • Knowledge and experience of working in Python using scientific and data analysis libraries.
  • Business and work location : 161 Bay Street, Toronto, ON M5J 2S1, Canada

    Hours of work : 40 hours per week

    Salary : $100,000 - $110,000 per annum

    Benefits : Eligible for bonuses and / or salary increases in accordance with company policy.

    Medical, Dental, Employee Life, Dependent Life, AD&D, Vacation, Sick leave, National Holidays

    Contact : Stanley.mohan


    Bachelors or Masters in Computer Science or Mathematics background preferred

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