Prog IT Developer / Business Analyst, Credit and Global Markets Risk AVP
Functional Title: Prog IT Developer / Business Analyst, Credit & Global Markets Risk
Reporting Line: Head of Risk Solutions/Architecture
The AVP Developer / Business Analyst will report into the Head of Risk Solutions/Architecture as part of Credit & Global Markets Risk, a department within the Enterprise Risk Management Organization. In this context, the role interacts with SSGM and will focus and participate in the implementation of a new architecture in ERM's Credit & Global Markets Risk department using the latest technologies available. As background State Street Global Markets (SSGM) engages in sales and trading activities in both agency and principal basis with a primary focus on FX and Interest Rates trading conducted in four global centers: Boston, New York, London and Hong Kong. State Street is implementing a risk oversight for key growth areas while continuing to meet the regulatory challenges.
Key Job Functions
- The person in this role will take ownership and responsibilities of an entire set of projects, interacting with teams across the globe (ERM, Business, IT and more).
- Assist the team to ensure smooth day-to-day operation of risk management while implementing and developing new reports / solutions for the Credit and GM risk teams.
- Collaborate with team of intra-department risk analysts to holistically deliver risk management solutions.
- Work with all key stakeholders to ensure a robust and timely management for intraday and end-of-day risk.
- Supporting Risk IT team to implement internal aggregation engine to handle inputs from multiple risk calculation platforms and to implement risk reporting database infrastructure.
- Prepare prototypes using Java Script/React JS in collaboration with our offshore teams.
- 10+ years of experience in market risk or trading in capital markets
- Strong understanding of risk measures/methodologies: greeks, VAR, Stress Testing
- Solid programming/development background: XL/VBA, Python, Java script, React JS, Cloud development tool and new technologies like Hadoop, Spark is required.
- Knowledge of BI Tools like SpotFire is a plus.
- Very Strong communication and interpersonal skills; ability to collaborate with others at all levels and across all regions
- Self-directed pro-active personality requiring minimal supervision
- Strong analytical and problem solving skills
- Ability to work on multiple tasks and manage workload and priorities