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Risk Software Developer

Company name
Capstone Investment Advisors
New York, NY
Market Rate

We are looking for a Risk Software Developer to assist with the enhancement and support of risk systems as well as modeling of data structures for equities, fixed income, FX, credit, rates, volatility and exotic products.

Key Responsibilities:

  • Report to the Lead Risk Quantitative Developer to enhance and develop the Firm’s global risk management platform
  • Assist Risk Managers to Identify, evaluate and manage the risks of trading strategies across multiple asset classes including equity indices, single name equities, corporate bonds, fixed income and FX
  • Assist in the enhancement and support of existing risk systems and applications (Valuation, Risk, Pnl Predict, Pnl Explain, Scenario Analysis)
  • Modeling of data structures and processes for equities, fixed income, FX, credit, rates, volatility and exotic products
  • Support, maintain and improve the Firm’s existing production risk management systems. This will include monitoring performance, maintaining source control of code, and ensuring code and processes are well-documented
  • Build tools to extract data from the Firm's source operational systems, transforming and loading into the risk platform and ensure consistency and accuracy of risk data
  • Investigate and resolve production issues in a timely manner
  • Work with senior developers to Integrate firm’s portfolio management system with third party risk vendors for prices, valuations, positions and risk measures
  • Monitor intraday and overnight market risks
  • Work with risk managers with the visualization of risk information through Tableau

Desirable Candidates:

  • Bachelor’s Degree or further degree in Computer Science or other quantitative subject
  • 2+ years of experience supporting a risk group at a bank or a trading firm
  • Attention to detail and strong programming, technical, and analytical skills
  • Experience in writing Python code
  • Solid understanding of Relational Databases, with strong T-SQL skills using SQL Server
  • Excel/VBA and Tableau experience is a plus
  • Ability to focus on multiple projects at once and troubleshoot problems quickly
Full Time
June 30th 2020
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