VP - Senior Risk Developer - Quant Analytics
- Hiring Organisation
- RBC
- Location
- London, England, United Kingdom
Description What is the opportunity? You will develop and maintain C++ libraries, which form part of a market risk management system (the “Risk Modernization” or “Risk Mod” program). Risk Mod provides a uniform risk interface across diverse trading desks, and in particular, allows … bank’s Group Risk function to define and execute standardised risk measures across those trading desks. Your focus will be the libraries that i) generate instructions for market data shocks/pricing and, ii) calculate risk measures from the scenario outputs, and maintaining the DevOps engineering ...