Risk Specialist - Testing
- €500 per day
- Paris, Ile-de-France, France
- Contract, Full time
- 22 Mar 19
A unique opportunity for a Market Risk Analyst / Manager with VBA skills and some Quantitative skills, to join a market leader in the financial industry. You will work on Risk margins and Calculations, as well as testing and a range of other topics for some on going work.
This role is for a Risk specalist to join the team in collaboration with business analysts, software developers and support teams. You will be required to take the lead on functional testing campaigns related to pricing, risk and margin calculation.
Your Key responsibilities:
- Work collaboratively with the Business Analyst team, Risk teams and other testers to define and enhance a hierarchical library of test cases for the trade platform
- Work within a test campaign to execute agreed tests either automatically using the team's automated testing framework or other application components and a suite of complementary tools.
- Accurate recording and reporting of test results at a detailed level with a clear audit trail or at executive summary level suitable for managers and other colleagues.
- Logging of descriptive defects which allow others to recreate issues and identify solutions.
- Identify opportunities for the system testability to be enhanced and generate specifications for the relevant development team
- Desire to have manual tasks automated in order to improve efficiency of testing process and improve time to market
- Willingness to investigate and analyse problems, and to assess business impact/priority to escalate appropriately.
Candidate profile/Key skills
- Knowledge of risk margins covering calculations such as expected shortfalls, jump-to-default risk and liquidity risk
- Understanding of Credit Default Swap, OTC and Credit Index Option products as well as pricing, life cycle events and related market data
- Experience in a risk management department of a financial institution as well as exposure to technology/change management teams.
- Appreciation of the difference between testing against system specifications and regression testing
- Demonstrated ability to review business requirements and system specifications and define functional test cases which test main day to day flows as well as potential edge cases not identified pre-implementation.
- Able to differentiate and organise the execution of integration and end-to-end functional tests
- Experienced with test tools such is a plus but VBA is a must, also potentially exposure to R and SAS
- SQL skills suitable for querying extensive Oracle databases.
- Ideally fluent in English and French speaking