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Senior Quantitative Risk Management Engineer QRM

New York, NY · Information Technology
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
Keywords analytical modeling qrm quantitative risk
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