SQL Developer / Market Risk Consultant
· Performs complex activities for evaluating and approving trading models, market risk, basis risk, delivery risk and counterparty aggregated or disaggregated credit risk exposure on a daily and long-range basis for specific financial products.
· Develops tests and approves complex models that evaluate risk, data integrity, or generate revenue for new and existing products including stress testing, sensitivity analysis, scenario testing, time series, and Monte Carlo simulations.
· Accountable for data integrity.
· Analyzes complex models used by the business to ensure that risks within the business? financial models are properly identified and consistent with policy.
· Performs model validation and counterparty analytics; researches, and may design/implement new financial products; monitor risk limits; assesses theory and mathematics behind various models.
· May provide coaching to lower level consultants. :
o 4+ years trading or desk analyst/capital markets experience.
· Use SQL, SSIS, &/or SSRS to create new processes as needed to enhance and/or improve Market & Counterparty Risk reporting & oversight functions.
· Maintain & improve SQL Server platform DB stored procedures, functions, and data structures to support Market & Counterparty Risk Management.
· Monitor & support automated SQL Agent jobs that run SSIS packages intraday & end-of-day to capture, process, & deliver data for reporting.
· Build user-friendly web-based GUI’s using C# .NET to enable more efficient data analysis & management.
· Build data verification tools and improved processes using SQL, SSIS, & SSRS to assist in correcting errors in overnight processing.
· Establishing and maintaining common data feeds to enable consistent reporting across the platform. Monitoring, reporting, analyzing, and communicating with MROs, Technology, and other constituents of market risk infrastructure.