New York, NY
3 days ago
Risk Application Support Engineer
A financial firm is looking for a Risk Application Support Engineer to join their team in New York, NY. 

Compensation: $140-200k

Responsibilities:

Live Risk monitoring and management with attention to follow up tasks and postmortems across the firm Startup and oversight over a variety of risk calculation engines, each with differing inputs and outputs important at different hours of the trading day (24/5 global coverage across team) Switch between deployment, automation, monitoring enhancement, and scripting/coding bigfixes in all Verition environments, such as in AWS, on-prem Linux & Windows hosts, external vendor facing network connections, etc. Ownership of production risk footprint, e.g. identify system improvements, automate daily tasks, document existing and new workflows Integration with Trading Operations as whole to ensure that all trades are captured and calculated

Qualifications:

Required: A Bachelor's Degree from an accredited college or university (CS, Math, Engineering preferred) Hands on experience as a Risk Engineer, having worked directly with Risk Managers and Product Control in a live production environment. Integration with vendor product calculation engines. Technical proficiency with Python, Linux, Windows, SQL, Excel, AWS, Airflow; ability to debug scripts and code in BASH, Python, PowerShell DevOps experience with Jenkins, Ansible, Git, Bitbucket, Jira, Docker is a plus Strong analytical and detail-oriented aptitude; a high degree of accuracy is required Excellent communication and organizational skills with friendly demeanor Ability to manage time effectively, set priorities and meet deadlines, mentorship of junior members

Preferred:

Experience in coursework or professional career: calculations for Volatility, Options: Greeks Black-Scholes-Merton equation (martingales), Value-at-Risk, pricing and Candles, ETP valuation vs underliers, and more Heightened awareness for production alerts and adhere to SLA for remediation Experience with DataDog/Zabbix/PagerDuty and application monitoring frameworks Experience with Redwood RunMyJob and familiarity with Cron, or similar job scheduling frameworks such as Control-M, Tidal
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