Data Engineer at Momentum Metropolitan Holdings Limited

Role Purpose

To be part of our exciting journey in the quantitative analytical space, where we measure, monitor and report on market, credit and liquidity risks. We apply state of the art technology and programming languages to assist in our journey of automation, learning and quantitative value add to Balance Sheet Management, Enterprise Risk Management and Group Finance.

Requirements

• Quantitative based PhD degree, Masters or Honours degree in Actuarial Science/Mathematical Science/Computer Science/Engineering or relevant data science qualifications.
• At least 4+ years of development / programming skills/ Data Architecture/Database design etc.
• Programming and development experience in the following languages: Python and SQL.
• Visual Basic, R, C# and Java Script will be advantageous.
• Financial mathematics and modelling skills.
• SQL with big data & column stores (beyond just Microsoft SQL Server), Python (with analytics libraries) appreciation for DevOps practises (Git-based CVS & deployment)

Duties & Responsibilities

• Play a leading role in our journey into Artificial Neural Networks, Machine Learning (AI).
• Design and implement processes and policies for our data architecture environment.
• Design, develop and maintain a database(s) to enable seamless data interaction and integrity.
• Deploy databases in AWS and create a secure interactive environment for reporting.
• Automate processes and advise best practices on data strategy.
• Centralise code and take responsibility for version control to ensure data integrity.
• Develop with the Quants team and implement quantitative tools to measure financial risks using computational programming tools.
• Design reporting tools to extract data from database to develop insights into risk exposure changes over time.
• Develop an understanding of the markets and portfolios that are managed in BSM In order to identify quantitative use cases

Competencies

• Business Acumen
• Client/Stakeholder Commitment
• Drive Results
• Leads Change and Motivation
• Collaboration and Clear Communication
• Impact and Influence
• Self-awareness and Insight
• Diversity and Inclusiveness