Senior Software Engineer - Market Risk

  • Competitive
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • Bank of America Merrill Lynch
  • 17 Aug 18 2018-08-17

Senior Software Engineer - Market Risk

Job Description:
Corporate Title: Vice President
Location: London
Line of Business: Market Risk Technology & Operations

Want to join a growing, dynamic team within a world-leading Bank? Here in our London office we are looking for aSenior Software Engineer (Vice President) to join our with Market Risk Technology & Operations team.

You will work with senior partners & the Data Steward team for effective execution of operational controls, and contribute to the effective execution and the continued evolution and improvement of the Risk Operations BAU control processes.

This role in the Initiatives and Data strategy team within Risk Operations will be responsible for influencing the design of the target state control environment for all trade measures while designing and implementing rapid tactical enhancements to improve the controls and business process workflow responsible for market risk data quality.

Simultaneously, while the Initiatives team in the Risk Operations group is busy running this transformation program, it's crucial that BAU operations effectiveness is not compromised or degraded in anyway. With your help, we will be able to ensure continuation and effectiveness of the tools we use without having to compromise on the target state controls and operational environment.

What will your main responsibilities involve?

  • Daily support of the Market Risk tactical toolset built using Excel/VBA, SQL (MS SQL) & Python
  • Liaise with partners to help prioritise system defects and improvements for the target state controls
  • Testing support & sign-offs for the target state Market Risk controls
  • Assist other groups in database setup, design of edit checks, test plans, DQ policy decisions, etc. to ensure data quality objectives are met

What skills, qualifications and competencies will you ideally possess?

  • Bachelor's degree in Science/Maths/Computing or equivalent experience

Technical Skills:
  • Excel/VBA - Proficient
  • SQL & Stored Procedures in MSSQL
  • SME in Python (desirable)
  • Big Data Analysis, Data Visualization (in Tableau) & Data Mining skills - Helpful
  • Machine Learning - Desirable

Business Knowledge:
  • Deep knowledge of financial products
  • Knowledge of Global Markets Processes and Systems from trade capture through Middle Office and Risk Measurement
  • Knowledge of Market Risk Systems and Methodologies to include use of VaR and Risk Sensitivities and handle Risk Appetite

About Bank of America Merrill Lynch

Bank of America is one of the world's leading financial institutions, serving individual consumers, small- and middle-market businesses, large corporations and governments with a full range of financial and risk management products and services. Bank of America Merrill Lynch is the marketing name for the global banking and markets businesses.

The company has had a presence in EMEA since 1922. With offices in 23 countries on three continents, it offers an integrated and comprehensive set of products and services across Global Corporate and Investment Banking, Global Markets and Consumer Card, serving the needs of individual, corporate, institutional and government clients, combining the best of local knowledge and global expertise. Developing solutions for social and environmental challenges is at the core of Bank of America Merrill Lynch's responsibility platform. In more than 90 countries around the world, we partner with employees, clients and stakeholders to help make financial lives better.

If you're interested in this opportunity please send your details to us by applying online.

Good conduct and sound judgment is crucial to our long term success. It's important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.

We are an equal opportunities employer, and ensure that no applicant is subject to less favourable treatment on the grounds of gender, gender identity, marital status, race, colour, nationality, ethnic or national origins, age, sexual orientation, socio-economic background, responsibilities for dependants, physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience.

As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment.