Market Risk Financial Engineer

Global Energy Transition

Not specified
Strong python programming skills
Expertise in ci/cd pipelines
Deep understanding of market risk concepts
Global Energy Transition is seeking a Market Risk Financial Engineer to develop and enhance quantitative models for market risk management. The ideal candidate will possess strong programming skills and experience in managing production environments, while the role offers an opportunity to work with modern engineering practices in a dynamic environment

Job Summary

  • The role involves developing, rewriting, and expanding code for quantitative models and risk metrics such as VaR and PnL.
  • Candidates will automate daily data ingestion processes while validating data quality and monitoring production operations.
  • The team operates at the intersection of quantitative finance and engineering, utilizing modern practices like CI/CD and containerization.

Matching Summary

Match Score: 85

Global Energy Transition is seeking a Market Risk Financial Engineer to develop and enhance quantitative models for market risk management. The ideal candidate will possess strong programming skills and experience in managing production environments, while the role offers an opportunity to work with modern engineering practices in a dynamic environment.

Skills & Requirements

Must-have

  • Strong Python programming skills
  • Expertise in CI/CD pipelines
  • Deep understanding of market risk concepts
  • Experience with containerized environments
  • Knowledge of VaR and Greeks metrics

Nice-to-have

  • F# or C++ programming experience
  • Leadership and organizational skills
  • Resilience under pressure
  • Excellent communication abilities
  • Analytical problem-solving mindset

Key Requirements

  • Strong programming skills in Python, F#, or C++
  • Proven experience managing production environments in finance
  • Expertise in software architecture and CI/CD pipelines

Work Rights

Not specified

Tailored Resume

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