These solutions include:

• Market risk oversight and capital calculations
• Counterparty credit risk
• OTC pricing/valuation-Margining and Collateral management
• Intraday risk management

What's the role?

The Model & Integration Testing team drive the development of a platform dedicated to functional analytics and testing. As a member of the team, you will ensure that Quality Assurance ("QA") processes are in place across the system, sign off on releases, investigate reported issues and their impact, and serve as an information hub for system issues and their status.

We'll trust you to:

• Define testing requirements
• Validate market risk and contemporary pricing and risk models as applicable to all financial instruments
• Design test suites that will run on the testing platform, covering each individual component of the system, as well as, interfaces between the components and the end-to-end workflow
• Ensure that appropriate documentation is built and maintained on all processes
• Build and support automated regressions testing
• Apply QA techniques and methods to examine the output and efficiency of business processes
• Coordinate the work of new team members as the team expands

You'll need to have:

• Master's Degree (or foreign equivalent)
• Demonstrated knowledge of derivative instruments, structured notes, and derivative pricing models
• Proven Experience with Matlab, R, or SQL
• Proven experience with Perl, Python, or other scripting languages
• Demonstrated effective communication with both internal and external stakeholders 

We'd love to see:

• Degree in Computer Science, Operational Research, Information Systems, Financial Engineering, Quantitative Finance, Mathematics or a related field
• Understanding of VaR, Greeks and Stress Scenario Testing
• CFA/FRM certified/Matlab/R;SQL;Perl/Python
• Automated regression testing and unit testing experience