MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual's status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.
Summary
The candidate should have a good understanding of Market and/or Market Risk concepts including FRTB, VaR, Stress Testing, Back Testing and Market Exposures.
Client Details
We offer a broad range of innovative services tailored to the specific requirements of individual, institutional, corporate and government clients. In many cases our pioneering spirit creates new and differentiated solutions, but always with the reassurance that this is underpinned by a global intelligence network, knowledge and depth of experience in the financial markets.
Description
The candidate should have a good understanding of Market and/or Market Risk concepts including FRTB, VaR, Stress Testing, Back Testing and Market Exposures. Candidate should also demostrate sufficient technical background to be able to understand the current technical implementation and work closely with design teams in testing for new requirements.
Apply today using the link provided and your resume will be considered in 24 hours.
Market Risk
Derivatives
Equities
Fixed Income
Trading
Summary
The candidate should have a good understanding of Market and/or Market Risk concepts including FRTB, VaR, Stress Testing, Back Testing and Market Exposures.
Client Details
We offer a broad range of innovative services tailored to the specific requirements of individual, institutional, corporate and government clients. In many cases our pioneering spirit creates new and differentiated solutions, but always with the reassurance that this is underpinned by a global intelligence network, knowledge and depth of experience in the financial markets.
Description
The candidate should have a good understanding of Market and/or Market Risk concepts including FRTB, VaR, Stress Testing, Back Testing and Market Exposures. Candidate should also demostrate sufficient technical background to be able to understand the current technical implementation and work closely with design teams in testing for new requirements.
- 6 - 8 years of "hands-on" Quality Assurance experience in Investment Banking domain, within a structured software development environment, with proven knowledge and application of structured testing concepts, methodologies and tools. Risk QA experience is highly preferable
- Strong knowledge of Financial Products (Equities, Derivatives, Fixed Income, FX)
- Experience in delivery of Regulatory programs - Basel 3, VaR, IRC, SVAR, Economic Capital, Liquidity Risk, Private Equity & Investment Securities, Fundamental Review of Trading Book (FRTB), Standardized Based Approach and Internal Model Approaches etc., is highly preferable
- Strong experience in data intensive testing specially in Reference Data, Financial Instruments Data, Risk Analytics Data (Sensitivities, Time Series Data, Historic Market Data etc)
- Strong experience in large data testing in a Java, C++, C#, .NET, Unix environments, with good skills in Python, Shell, Unix Editors and SQL.
- Familiarity with various technology areas such as; Cloud Adoption; Cloud migration and deployment; DevOps pipeline build and management is a plus.
- Should create test packs and execute test scenarios/ cases and identify bugs/ issues.
- Strong hands-on structured approach towards automation and all aspects of non-functional testing (capacity, latency, scalability thresholds, performance, DR, Failover etc.,)
- Bachelors Degree in Computer Science, Information Technology or related discipline
- Excellent oral and written communication, interpersonal and negotiation skills
- Working knowledge of relational database technologies and SQL
- Demonstrated command and experience working with Test and Defect Management/Workflow tools (e.g., HP Quality Center, Selenium, BDD, TDD, Cucumber, Jenkins, Jira)
- Familiarity with the concepts and application of test automation technology and automated test tools is a plus (e.g., HP QuickTestPro, Selenium, HP LoadRunner)
- Knowledge of Market Risk, Credit Risk and Operational Risk in Capital Markets
- Familiarity of Financial Products and Market Data. Specifically Equities, Fixed Income, and Derivative instruments.
- Technically proficient in Microsoft Office products, MS Project and Visio.
- Strong oral and written communication skills and ability to facilitate discussions
- Quickly grasp and master new requirements and related knowledge
- Manage tight deadlines or unexpected requirement changes
- Ability to learn/understand some technical implications of system design
- Willingness to ask questions, challenge the process and seek out answers
- Ability to work independently, multi-task, and take ownership of various parts of the project
- Strong analytical and problem solving skills
- Competitive salary based on skills and experience + equity stake in the company
- Excellent insurance and benefits package, including health, vision, and dental
- Optional 401K plan participation + discretionary yearly company match
- Paid vacation and sick-leave
- Invaluable learning experience at a high growth, margin-focused company with strong fundamentals, a deep and innovative product pipeline, and a loyal customer base
Apply today using the link provided and your resume will be considered in 24 hours.
Recommended Skills
Capital MarketsMarket Risk
Derivatives
Equities
Fixed Income
Trading