Automation Test Engineer - Credit Risk/CVA
Caspian One are currently looking for an Automation Test Engineer to join a large Tier 1 Investment Bank.
Caspian One are working with a large Counterparty & Treasury IT function within a large Investment Bank in London. This team manages the build out and support of a large Credit Valuation Adjustment, Counterparty Credit Risk, Liquidity & Funding IT systems
Within this area, there are a number of established programmes and new books of work delivering strategic change and tangible business benefit to the client. This is a market differentiating department with exciting opportunities to get involved in very topical areas such as Counterparty Credit Risk / CVA, Secured & Unsecured Funding and Investment Bank Liquidity projects and business process change.
This area is heavily funded by the Investment Bank due to its critical nature.
This role is within one of the most high profile and well-respected IT teams in the City, building out the capabilities to allow the clients trading desks to actively manage credit and liquidity risks in the markets.
The successful candidate will take responsibility for the testing of strategic components across Risk Analytics. This will encompass sourcing trade data from across the bank; working with Quants to enhance the clients’ grid compute platform; and building reporting tools for users bank-wide.
- A university degree in IT or a related field
- Strong analytical skills to plan and execute test scenarios
- Automated Testing Experience
- The communication skills to work effectively with internal colleagues from development, business analysis and project management
- Strong knowledge of system integration through enterprise messaging, Web Services, Client API and File Systems
- Knowledge of CVA and RWA risk measures
- Strong knowledge of structured derivatives