Overview
Hybrid
Depends on Experience
Accepts corp to corp applications
Contract - W2
Contract - Independent
Contract - 12 Month(s)
Skills
Financial Risk Analyst
risk management
market risk systems
VaR (value at risk)
Shortfall
AWS cloud infrastructure
risk system
calculating exposure at default (EAD)
Flink
protobuff data schemas
Basel SA-CCR
Job Details
Hybrid Role
Financial Risk Analyst
Chicago, IL
12+ Months Contract
Position Type- C2C/W2
Exp Level- 9 Years
Req Skills- Financial Risk Analyst, risk management, market risk systems, VaR (value at risk), Shortfall, advanced streaming (Flink, AWS cloud infrastructure, protobuff data schemas), risk system, implementing Basel SA-CCR methodology, calculating exposure at default (EAD)
Job Responsibilities
- Interact with regulators, exchanges and other external parties in explaining company s risk management systems.
- Recommend and implement new and improved procedures, controls and processes.
- Design and build market risk systems and tools, comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall, using advanced streaming technologies like Flink, AWS cloud infrastructure, and protobuff data schemas.
- Design and build counterparty credit risk system implementing Basel SA-CCR methodology, calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing.
- Perform data analysis, validation and error-checking on large, complex sets of information using data science classification models
Top Skills:
- Design and build market risk systems and tools, comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall, using advanced streaming technologies like Flink, AWS cloud infrastructure, and protobuff data schemas.
- This is a non-technical role, understanding the use of these technologies will be useful
- Design and build counterparty credit risk system implementing Basel SA-CCR methodology, calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing; and Perform data analysis, validation and error-checking on large, complex sets of information using data science classification models.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.