INTRODUCTION

Coremont provides integrated front to back office services to investment managers and financial institutions and is authorised and regulated by the Financial Conduct Authority in the United Kingdom.  Coremont’s offering covers the full investment life-cycle, including portfolio management technology, risk services, operations, treasury and regulatory reporting.

Coremont employs over 200 staff, with offices in London, Hong Kong, Connecticut and the Channel Islands. Led by a team of highly experienced finance professionals across multiple disciplines, Coremont is highly regarded across the industry for its trading analytics and operational robustness.

This role represents an exciting opportunity to join a rapidly growing business with institutional backing and a proven track record in delivering a suite of financial services to a market-leading standard.  The successful individual will be able to combine their industry experience with a vision for further development in a dynamic and supportive environment.

 

MAIN DUTIES

Development of core market risk systems including calculation of Sensitivities, Stress Scenarios and VaR.

  • Work on a variety of Market Risk Technology projects
  • The tech stack is primarily Java based but we also have some C#/Scala modules
  • MS SQL Server is used extensively therefore strong SQL and data analysis skills will be essential
  • The role involves working closely with the Risk Services team in order to define, scope and implement solutions to tactical and strategic business problems
  • Frequent interaction with Quant Analysis and Quant Dev who provide the main pricing and analytics capabilities
  • This role provides an opportunity to develop a deep understanding of the models and tools employed in Market Risk Management. There will also be cross-asset exposure to a wide variety of derivative instruments from a buy-side perspective

 

EXPERIENCE AND KNOWLEDGE

Essential:

  • 3Y+ professional programming experience in Java
  • 1Y+ professional experience in a related financial area, e.g. market risk, pricing/analytics or market data
  • Strong experience with relational databases and handling large volumes of data
  • Experience with Web Services, in particular REST APIs and JSON/XML
  • 2:1 or above degree in a technical discipline

Desirable:

  • Experience with AWS, CI/CD, Docker, Kubernetes
  • Experience with Spring or similar
  • Experience with message queues and/or stream processing
  • Experience with market risk calculation

 

OTHER REQUIREMENTS

  • Ability to work in a dynamic environment
  • Comfortable working on both tactical and strategic solutions
  • Strong verbal and written communication skills
  • Enthusiastic, passionate and well organised
  • Excellent analytical skills
  • Strong attention to detail
  • Ability to quickly assess situations and adapt accordingly
  • Able to multitask and prioritise well
  • Must be a self-starter who will work well in a busy team
Types: Permanent
Locations: London UK

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