Current Openings

QRM (Quantitative Risk Management) Engineer

Infotech Sourcing - San Francisco, CA

Job Description

At First Republic, we care about our people. Founded in 1985, we offer extraordinary client service in private banking, private business banking and private wealth management. We believe that personal connections are everything and our success is driven by the relationships we form with our colleagues and clients. You’ll always feel empowered and valued here.

Incredible teams doing exceptional work, every day
The Regulatory Corporate Technology team within Information Services is looking for a Senior Quantitative Risk Management (QRM) Engineer. In this role, you will serve as a technical liaison for QRM Systems for project teams as well as functional, technical and operational teams. This position will work with the impacted business areas which include various departments within Finance and Information Services to manage the technical activities associated with the QRM (Quantitative Risk Management) application suite installed at First Republic Bank. This position will also work with QRM software vendor to ensure that all activities are coordinated between QRM, internal support teams and various vendors to maintain an acceptable level of systems and program availability.
The QRM Engineer will have technical ownership of the QRM application that supports Finance, including integrations. They will serve as a technical lead/liaison for all QRM related projects as well as a technical point of contact with the QRM vendor; provide and direct solutions to Modelers, Quantitative Analysts within the ALM and FP&A teams. This position will be responsible for leading the functional/technical designs, configuration, developing solutions and supporting multiple modules/applications within the QRM framework. The ideal candidate will possess a deep and broad understanding of Information Technology best practices and processes.


Mandatory SkillsContract to Hire- San Francisco Converting Salary- The range is $165-175k base plus 15-20% bonus. Duties and Responsibilities What you'll be doing as a Senior QRM Engineer: - Perform an assessment of current environment and recommend changes to improve system performance and overall stability - Work with business users on any access or operational QRM-related problems - Develop QRM database refresh process through automation - Provide all the latest QRM market analysis model downloads from the vendor customer’s site - Implement QRM HPC job templates - Manage all aspects of Microsoft HPC cluster components - Implement and support HPC, TLS, and .NET components for QRM - Manage all technical aspects of HPC job scheduler - Work with the banks technical team to maintain and support QRM Citrix presentation layer - Manage Microsoft HPC security and access models for users and groups - Maintain, develop, and enhance all QRM Security access groups, models, and further refine existing security model - Maintain all QRM environments uptime and availability - Work with Finance and Technology teams on all aspects of QRM development, QRM system maintenance, database management, database refreshes, system patching, system upgrades, system integrity checks

Desired Skills & Qualifications
You could be a great fit if you have:
- Candidate must be experienced with the QRM platform and framework from a technical perspective
- Has a strong understanding of information systems, business processes, the key drivers and measures of success for the relevant business
- Drive best practices for the QRM Risk Models to be audit and SOX compliant
- Supports the process of translating business needs into formal deliverables
- Proven ability to build strong, cohesive partnerships with internal and external stakeholders
- Strong sense of prioritization and execution against critical deliverables, coupled with a sense of personal ownership for key projects / issue resolution
- A track record demonstrating a high level of personal initiative, setting and achieving challenging goals, and demonstrating entrepreneurial leadership
- Team player
- Provides extraordinary service
- Furthers the First Republic Bank culture and values
Ideal candidate will possess:
- BS/BE degree in Engineering, Information Technology or Computer Science
- 5 – 7 years of experience required in Quantitative Risk Management / Asset Liability Management Applications in a Technical/Functional role
- Ability to architect and implement a High-Performance Computing based Quantitative Risk Management for Treasury, Risk and Interest Rate Modelers
- Hands on installation experience of QRM Risk Framework, QRM Management Repository, QRM Central Administration, Microsoft HPC Clusters
- Experience in designing and implementing data lineage via QRM MR utilizing partitioning and reporting
- Experience with all aspects of Microsoft HPC cluster, TLS and .NET components for QRM; PowerShell and Citrix
- 5+ years of progressive experience within Waterfall and Agile Methodologies
Job Demands:
- The ability to learn and comprehend basic instructions; understand the meanings of words and respond effectively; and perform basic arithmetic accurately and quickly.
- Vision must be sufficient to read data reports, manuals and computer screens.
- Hearing must be sufficient to understand a conversation at a normal volume, including telephone calls and in person.
- Speech must be coherent to clearly convey or exchange information, including the giving and receiving of assignments and/or directions.
- Position involves sitting most of the time, but may involve walking or standing for brief periods of time.
- Must be able to travel as position requires.
- May be required to lift 25-50lbs.
Own your work and your career - apply now
Are you willing to take initiative and make decisions? Are you willing to go the extra mile because you love what you do and how you can contribute as a team? Do you want the freedom to grow and the opportunity to take charge of your own career? If so, then come join us.


Posted On: Tuesday, September 21, 2021

Tagged: Risk Management

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