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Software Engineer for Firm-wide Risk job in London

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Job Ref:  151895
Employer:  UBS
Job Type:  Full Time
Country:  United Kingdom
City:  London

Your role:
Are you an enthusiastic technology professional? Are you excited about seeking an enriching career; working for one of finest financial institutions in world? We're looking for someone like that to:

As part of the Firm-wide Risk IT team, you will contribute to the ongoing development of models used to assess the firm's aggregate level of risk exposure versus the risk appetite established through the quantitative pillars of UBS's firm-wide risk appetite framework. This framework is designed to ensure that risk-taking at every level of the organization is in line with the firm's strategic priorities, capital and liquidity plans.

Your primary responsibilities will be to establish a software strategy and coding standards, and to transform prototype code from risk methodologists into production ready libraries that are robust, efficient and scalable for integration on the centralized production calculation platform. You will be a part of the broader team that is responsible for Firm-Wide risk applications running models and providing insightful analysis for senior management, the Board of Directors and regulators.
Your experience and skills:
You have:
- Expert knowledge of Python.
- Expert knowledge of 'R'
- Experience with Oracle/Microsoft SQL server databases.
- Experience working with RAD/Agile development methodology
- Experience with Java 1.8, Matlab, SAS is advantageous.

You are:
- Proactive in managing potential issues and showstoppers
- Able to understand/translate requirements for implementation
- Comfortable with learning new technologies and delivering value to stakeholders/business users.