Lead Engineer Market Risk

  • Company:
    Macquarie Group
  • Location:
  • Salary:
    negotiable / month
  • Job type:
    Full-Time
  • Posted:
    4 days ago
  • Category:
    Engineering

As a Senior Engineer for implementing the FRTB regulation, you will work with Market Risk Analysts and traders to design and deliver a state-of-the-art platform using cloud, no-sql databases and scalable technology. The new system will interface with our core risk systems that do pricing and compute PnL.

Financial Risk Technology team manages Market, Credit, Capital Risk systems and provide a service for Regulatory Reporting requirements for all businesses within the Macquarie Group.

Fundamental Review of the Trading Book is a key regulation that will impact all Banks and is a complex project which directly impacts the ongoing capital charge for the bank. FRTB has been adopted by regulators in various jurisdiction.

You will be someone who has experience with front end technologies like angular or react and would love to work on a project with incremental deliveries. You will have some experience in working on systems in a bank. Although no in-depth experience with financial products is expected, you will have a basic understanding of these products and a keen interest in diving deeper into this topic.

Your position will be supported by other senior developers in Market Risk, allowing you to work together and transform our overall architecture. Cross team collaboration and good communication skills are key requirements to succeed in this role.

To excel in this role, you will ideally have:

  • 8+ years of practical experience in Core and Enterprise Java
  • front end technology – Javascript, ReactJS or AngularJS
  • experience using and developing RESTful APIs using JAX-RS, JSON
  • experience with test automation
  • solid understanding of data structures, design patterns and algorithms, and experience in applying them to design pragmatic solutions
  • domain knowledge in regulatory reform or other related financial industry experience will be looked upon favourably.
  • We welcome candidates from different backgrounds who believe they have what it takes to succeed. If the above sounds like the right opportunity to further your career, apply via the link below or get in touch with chirag.bhojani@macquarie.com for more information. 

    About the Corporate Operations Group

    The Corporate Operations Group (COG) brings together specialist support services including workplace, human resources, market operations and technology. COG’s purpose is to drive operational excellence through business-aligned services with a focus on quality, cost and risk. COG comprises the following divisions: Business Improvement and Strategy, Business Services, Human Resources, Market Operations, and Technology.

    Find out more about Macquarie careers at www.macquarie.com/careers 

    Macquarie understands the importance of diversity and inclusion – our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you’re capable, motivated and can deliver, we want you on our team.

    Our commitment to Diversity and Inclusion 

    Macquarie understands the importance of diversity and inclusion – our long history of success has come from being different. At Macquarie we value the innovation and creativity that diversity of thought brings. The one thing we all have in common is our focus on high performance. If you’re capable, motivated and can deliver, we want you on our team. 

    We recognise that flexibility comes in a variety of forms. Talk to us about what flexibility you need.