Investment Banking Risk Management Specialist
5 days ago
This role is with Synechron, an inclusive employer and a member of the largest global platform for the LGBTQ+ business community. We encourage applicants from diverse backgrounds to apply.
Job OverviewWe are seeking an experienced PL/SQL Developer to join our team in investment banking risk management. This role will focus on accurate calculation of capital measures and counterparty risk exposure capital.
Main Responsibilities- Understand investment banking processes and risk management frameworks, including value-at-risk (VaR), stress VaR, Incremental Risk Charge (IRC), and Comprehensive Risk Measure (CRM).
- Ensure accurate calculation of capital measures and counterparty risk exposure capital.
- Timely re-calibrate risk models and perform back-testing to support capital declaration.
- Calculate critical risk measures such as credit value adjustments and market risk reserves affecting the bank's P&L.
- Provide timely risk measures for stress testing and Greeks for monitoring, analysis, and reporting.
- Core technical skills: PL/SQL, SQL (Sybase), Unix/Linux systems, Shell or Python scripting, Java.
- Familiarity with Market and Counterparty Risk.
- Experience in risk measure calculations and reporting.
- Minimum of 7 years in a relevant software development role, specifically with PL/SQL and investment banking experience.
- Proven track record in risk management frameworks and calculations.
- Bachelor's degree in Engineering, Technology, or equivalent.
- Preferred certifications: FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst).
- Excellent verbal and written communication skills.
- Strong problem-solving and logical thinking abilities.
- Ability to work under pressure and meet tight deadlines.
- Self-motivated, professional, and a team player with strong interpersonal skills.
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