Market Risk Tech Engineer - Python​/Java; N2

Project description

For one of our clients from South of Europe, we are looking to help them to build a squad within the Market Risk space. This Squad should have all the functional and technical capabilities that allow executing, all the requests of the Market Risk departments focusing on metrics cycle:

- Sensitivities analysis - VaR analysis by Full Reval and SHAT model implementation - Limits control and management

• Primary task: N2 support. The candidate will be working with other colleagues in N2 support in case of Prod failures.
  1. Review technical problems in the daily batch and try to optimize its efficiency.
  2. Review the Control
  
  M Logs and Sysout in case of failures
• Secondary task:
  Tech evolution project. As usually system is stable, when there is no N2 support task, the candidate will be working on technical upgrade project like migrating scripts and applications from on-premises to cloud server, integrating new software products and upgrades etc.

• 3
  -5 years of experience.
  
  Skills:
  
  1. Shell Scripting
  2. Python 3. Java (Spring Boot)

Optional:
1. Databricks