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Automation Engineer_Enterprise Counterparty Credit/Risk Technology_WF

Charlotte, NC · Information Technology

The Enterprise Counterparty Credit Risk Technology (ECRT) department provides software solutions to support Corporate Line of Business and Enterprise Counterparty Credit Risk teams.  ECRT works with its business partners in identification, measurement, aggregation and reporting of Counterparty Credit Risk across the firm.  The department works closely with the lines of business to ensure that risks are being appropriately managed within the defined risk appetite for the firm.    

The credit risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on complex structured and derivatives security products.  Team members will work with advanced mathematical models, theoretical pricing, statistical and stochastic models, PFE (Potential Future Exposure), IMM (Internal Model Methodology), and stress.  The credit risk systems are comprised of intraday and overnight batch processes that handle staging for all trading position data and market data required for risk modeling as well as making this data available to the various risk valuation systems. Quantitative models and reporting support trading activities as well as regulatory and business reporting requirements.
Skills Required:  
QA automation background, Selenium, UFT, VBA, experience in writing automation scripts and building automated environments using virtual/cloud resources

Nice to have for all: Oracle Coherence, Symphony Grid, Capital markets experience, Big data, ML/AI

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