Banking
IT Quant (Risk) Contract Full Time
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- Assist the First Line Risk efforts to build a comprehensive, structured and well documented Python library on a new environment based on recent technology
- Build Python based script/notebooks/dashboards covering areas such as risk management reports (Margin analysis), controls (data quality reports), analytics (Portfolio analyzer), Default Management tools, Model testing (Backtesting, sensitivity testing)
- Make sure that all scripts / reports / notebooks / dashboard are robust, reliable and can run locally and on the cloud based infrastructure;
- Adhere and contribute to ongoing efforts to the library maintenance, including code clarity, code documentation in collaboration with the Quants, IT Quant and BA risk team;
- Suggest library improvement and/or code refactoring;
- Draft / Write requirements on risk part when necessary;
- Write or be involved in test plans and test cases conception as well as potentially execute them if necessary;
- Train other resources across FLR team (Quant / Change / Prod as the case may be).