The Core Engineering
The Core Engineering builds and operates the platforms, applications, data solutions, models, and analytics that power critical processes for The Core divisions of the firm (e.g., Risk, responsible for the risk profile of firm activities; Controllers, responsible for the financial control and reporting obligations; Compliance, responsible for the firm’s compliance, regulatory, and reputational risks; Corporate Treasury, responsible for the firm’s liquidity, funding, balance sheet, etc.; and Human Capital Management, responsible for attracting, developing, and managing a global workforce). A centralized engineering structure in support of The Core enables a common platform model and operating framework that promotes consistent governance and scalable solutions, leveraging cloud, AI, and machine learning for innovation and efficiency. The Core Engineering’s 2,000+ engineers and strats deliver engineering, data, analytics, and quantitative capabilities within six business units:
Metrics & Analytics Platforms: responsible for the measurement and management of the firm’s risk, capital, and liquidity for The Core functions
The Core Strats: responsible for the development and implementation of models and other quantitative methodologies, including the accuracy and attribution of modeled metrics
Financials & Reporting: responsible for facilitating the production of the firm’s financials and a wide range of reporting functions
Non-Financial Risk & Controls: responsible for non-financial risk and control processes
Enterprise Platforms: responsible for platforms and applications that support critical operational processes across The Core such as payments, people processes, and procurement
Shared Services: responsible for driving the adoption of consistent engineering strategy, including data platforms, cloud, and AI enablement, as well as the management of technology risk
Role Responsibilities
Market Risk Analytics & Reporting (A&R) delivers critical regulatory and risk metrics & analytics across risk domains (market, credit, liquidity, operational, capital) and firm activities via regular reporting, customized risk analysis, systematically generated risk reporting and risk tools. This role will focus on Market Risk.
A&R has a unique vantage point in the firm’s risk data flows that, when coupled with a deep understanding of client and market activities, allows it to build scalable workflows, processes and procedures to deliver actionable risk insights. The following are core responsibilities for A&R:
Delivering regular and reliable risk metrics, analytics & insights based on deep understanding of the firm’s businesses and its client activities.
Building robust, systematic & efficient workflows, processes and procedures around the production of risk analytics for financial & non-financial risk, risk capital and regulatory reporting.
Attesting to the quality, timeliness and completeness of the underlying data used to produce these analytics.
Qualifications, Skills & Aptitude
Eligible candidates are preferred to have the following:
Masters or Bachelors degree in a quantitative discipline such as data science, mathematics, physics, econometrics, computer science or engineering.
Entrepreneurial, analytically creative, self-motivated and team-oriented.
Excellent written, verbal and team-oriented communication skills.
Working knowledge of the financial industry, markets and products and associated non-financial risk.
Working knowledge of mathematics including statistics, time series analysis and numerical algorithms.
Experience with programming in Python and SQL for extract transform load (ETL) operations and data analysis (including performance optimization). Experience in using languages such as R, Java, C++ is beneficial.
Experience in developing data visualization and business intelligence solutions using tools such as, but not limited to, Tableau, Alteryx, PowerBI, and front-end technologies and languages.
7+ years of experience, preferably in financial, regulatory or consulting environment