We are currently looking to recruit a Financial Engineer

Perform Analysis-of-Change (AoC) runs with our group wide risk management system AlgoOne

Provide designs and assist with the business requirements gathering of risk management analytics functionality

Lead the steering of  requirements for Business Unit what-if requests and action these using the AlgoOne system

Define and scope model configuration, interfacing and enhancement work with the supplier, project managers and integration engineers

Undertake setup and configuration of the Algorithmics and third party, troubleshooting, testing (functional) for original installation and system upgrades

Help and support integration engineers develop customised solutions and modules in a range of development tools

Implement reporting models and tools, and steer internal groups to deriving new pricing/risk management algorithms and approaches

Monitor, check and support users in diagnosing problems with the various batch runs

Able to provide demonstrations, workshops, pilots and conceptual product discussions to enable requirements development

Provide leadership to team members and customers on complex issues surrounding risk management analytics

Steer internal groups to deriving new pricing/risk management algorithms and approaches

Support the validation team along with the Business Units to interpret the results

Create MI templates to provide flash overviews of the final results

Coordinate Business Units input data gathering process to ensure consistency and input fitness for the purposes of the calculation process 

Input data gathering and calculation processes mapping and documentation

Ensure that the principles of Conduct Risk are embedded into your day to day operations to deliver good customer outcomes at all times. Ensure that all business processes and internal controls within your role are designed and performed in a way that delivers good customer outcomes and demonstrates effective management of Conduct Risk

Qualifications:

Degree level or equivalent, in a technical or numerate field

Knowledge:

Ownership for the running and building of financial engineering work streams using AlgoOne solution

Provision of  designs and assistance with the requirements gathering of risk management analytics functionality

Understand requirements for Business Units’ what-if requests and action these using the AlgoOne system

Proven ability to address and use initiative to deliver solutions to technical and business problems

Proven experience in software or database systems development and/or support with experience of project life cycles and complex product installation, customisation and commissioning

Ability to steer stakeholders to reshape business problems to solutions that can be solved with available technology

Experience and understanding of economic capital calculation in a solvency II context

Evidence of implementation of reporting models and tools, and derivation of new pricing / risk management algorithms

Liaise with internal groups to deriving new pricing/risk management algorithms and approaches

Advice team members and customers on complex issues surrounding risk management analytics

Skills:

Hands on use of Unix commands / file systems and shell scripting

Some software development experience and coding skills (Python, C++, VBA or other languages)

Knowledge of AlgoOne tools – especially RiskWatch

Capacity to estimate, manage own work and keep within plan

Source control, issue management software (Perforce, Subversion, JIRA)

Knowledge of software developments and/or support with the experiences of projects life cycles

Knowledge of BAU and the necessary attitude towards Live Production systems

Whatever your role, we reward ability, performance and attitude with a package that looks after all the things that are important to you. Our employees have a wide range of benefits including a generous pension scheme, life assurance, dependants' pensions, at least 22 days’ holiday, performance related bonuses, a variety of share schemes, discounts at both a huge range of high street stores and our own great products, your hard work will be rewarded when you join us.