Quantitative Risk Management Specialist

3 weeks ago

Sydney, New South Wales, Australia Luxoft Full time

Job Summary: We are seeking a highly skilled Quantitative Risk Management Specialist to join our team in Luxembourg, where you will be responsible for validating QRM outcomes from both a business and technical perspective.

Key Responsibilities:

- Define End-to-End (E2E) Test Regression from a business outcome perspective.

- Understand QRM configuration and assess its impact on downstream functions.

- Build and maintain a validation library for QRM changes, including nuanced validation cases.

- Develop and execute SQL queries and leverage basic SSIS skills to validate outcomes.

- Perform reverse ETL by executing efficient QRM Framework runs and checking specific business outcomes.

- Troubleshoot and triage technical issues related to QRM outcomes within the framework.

- Provide technical documentation for broader teams, ensuring they understand the QRM validation framework.

Requirements:

- 7 years of relevant experience.

- Experience with QRM or a similar Financial Risk Management product (Development, Product Setup, Validation).

- Strong ability to analyze business end-to-end outcomes and translate them into technical validation processes.

- Proficiency in writing SQL queries for data extraction and validation.

- Basic understanding of SSIS (SQL Server Integration Services) for process automation.

- Experience in troubleshooting/triaging technical issues related to risk management tools or similar frameworks.

- Knowledge of regulatory requirements (preferably APRA) related to Treasury, Liquidity, and IRRBB.

What We Offer:

- Opportunity to work with a leading company in the financial industry.

- Collaborative and dynamic work environment.

- Competitive compensation and benefits package.

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