Job Details

ID #20109565
State California
City Sanfrancisco
Job type Permanent
Salary USD Depends on Experience Depends on Experience
Source Brains Workgroup, Inc.
Showed 2021-09-23
Date 2021-09-22
Deadline 2021-11-20
Category Et cetera
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Senior Quantitative Risk Engineer

California, Sanfrancisco, 94101 Sanfrancisco USA

Vacancy expired!

Our client, a major bank, looking for talented

Senior QRM Engineer for San Francisco, CA, or New York City Locations.

This is a permanent position with great benefits package and competitive compensation DOE.Relocation assistance is available.Currently 100% remote, but will require on-site commute in fall with working from home and office schedules.

No H1 Visa will be supported for this position.

Must be authorized to work for ANY employer in US

Senior Quantitative Risk Management Engineer:The QRM Engineer will have technical ownership of the QRM application that supports Finance, including integrations. They will serve as a technical lead/liaison for all QRM related projects as well as a technical point of contact with the QRM vendor; provide and direct solutions to Modelers, Quantitative Analysts within the ALM and FP&A teams.

- Perform an assessment of current environment and recommend changes to improve system performance and overall stability- Work with business users on any access or operational QRM-related problems- Develop QRM database refresh process through automation- Provide all the latest QRM market analysis model downloads from the vendor customer’s site- Implement QRM HPC job templates- Manage all aspects of Microsoft HPC cluster components- Implement and support HPC, TLS, and .NET components for QRM- Manage all technical aspects of HPC job scheduler- Work with the banks technical team to maintain and support QRM Citrix presentation layer- Manage Microsoft HPC security and access models for users and groups- Maintain, develop, and enhance all QRM Security access groups, models, and further refine existing security model- Maintain all QRM environments uptime and availability- Work with Finance and Technology teams on all aspects of QRM development, QRM system maintenance, database management, database refreshes, system patching, system upgrades, system integrity checks

Requirements:- BS/BE degree in Engineering, Information Technology or Computer Science- 5 – 7 years of experience required in Quantitative Risk Management / Asset Liability Management Applications in a Technical/Functional role- Ability to architect and implement a High-Performance Computing based Quantitative Risk Management for Treasury, Risk and Interest Rate Modelers- Hands on installation experience of QRM Risk Framework, QRM Management Repository, QRM Central Administration, Microsoft HPC Clusters- Experience in designing and implementing data lineage via QRM MR utilizing partitioning and reporting- Experience with all aspects of Microsoft HPC cluster, TLS and .NET components for QRM; PowerShell and Citrix- 5+ years of progressive experience within Waterfall and Agile Methodologies

Please email your resume or

Use this link to apply directly:

https://brainsworkgroup.catsone.com/careers/index.php?m=portal&a=details&jobOrderID=14510320Or email:

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Vacancy expired!

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