お願いする業務
Responsibilities: Basel III (FRTB) is an industry-wide regulatory initiative to which includes proposals to introduce a framework for Market Risk. We require an experienced Java and Python quantitative developer to join the Market Risk team to work on FRTB model development. Our tech stack is predominantly distributed Java and Python services, with relational and distributed databases, GemFire as a caching layer and ActivePivot for real-time interrogation of aggregated risk metrics. We use Python ecosystem for rapid prototyping, distributed computing and development of market risk models. We are also building out a Hadoop store of market risk data, which incorporates Dremio for data querying and both Arrow and Parquet as columnar data formats. The successful candidate will work on the build-out of new functionality for FRTB. They will need to work closely with risk quants, and to work with developers and BAs across regions. They will be expected to adapt to new technologies quickly, and to work across a range of data-oriented tech including ActivePivot, Hadoop, and Public Cloud Compute Technologies like AWS. They will have to analyse requirements, propose designs (for example for new services), circulate them for feedback, break the design down into tasks and execute them. The ability to be clear and precise in both written and verbal communication is also critical.
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簡単1分登録(無料)採用に関する条件
雇用形態
正社員
給与・報酬
年収 500万円 ~ 1,000万円
想定稼働時間
裁量労働制(8時40分~17時10分)
休日・休暇
完全週休2日制
祝日、年末年始、年次有給休暇、年2回9日間連続休暇(土日含む)等
必須条件
Mandatory ・Masters or Bachelor’s degree in Computer Science and/or Financial Engineering ・Java - core language (Java 8+), multi-threading, performance optimisation ・Numerate ・Python (experience w/ pandas, numpy, dask, Prefect) ・Market Risk - general concepts ・Comfortable building distributed computing systems, worked with compute grid tech ・Excellent communication skills in English and preferably in Japanese ・Ability to multi-task, and work towards tight deadlines Preferred ・Experience of working either with Methodology/Quants or on pricing/risk models ・Market Risk - VaR methodology, P&L Explains/Predict, FRTB, SBA, IMA ・Distributed, service-oriented architectures ・Hadoop, Dremio and the related ecosystem ・ActivePivot, GemFire or similar in-memory cache/aggregation technologies ・AWS Technologies ・Experience working with FO quantitative pricing libraries and Compute Grid Technologies
社内制度(待遇・福利厚生)
健康保険、厚生年金保険、労災保険、雇用保険等、社宅制度、従業員持株会制度、退職金制度、企業型確定拠出年金制度(マッチング拠出可)、資格取得支援制度、社内公募制度、職種転換制度、育児支援制度、海外勤務等同行休職制度、海外留学制度、私費留学制度、リフレッシュ休暇など年次有給休暇制度、有給の特別休暇制度(産前産後休暇、育児休暇、赴任休暇、看護休暇、介護休暇、公職休暇、人間ドック休暇、二次検査休暇、通院休暇、傷病等休暇、慶弔休暇)、当社健保組合直営・会員制・契約保養所(国内及びハワイ)、健康診断・人間ドック、カフェテリア・プラン(BenefitStation)、企業主導型保育園入園サポート、ベビーシッター割引券、介護支援制度、特別弔慰金、当社健保組合による各種付加金(一部負担還元金、合算高額療養付加金、傷病手当金付加金、延長傷病手当金付加金、出産育児一時金付加金など)等
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