Data Engineer (PF-IN-QM-2021-46-LD)

Updated: about 2 months ago
Job Type: FullTime
Deadline: 27 Jun 2021

Introduction

Are you a mathematically minded Data Engineer experienced in developing financial tools? Take responsibility for the development of an IT system that integrates different risk management, performance and asset allocation analytics modules, as well as the administration of the Pension Fund Risk Management database. CERN’s Pension Fund seeks an experienced IT specialist, skilled in software development and database design in an investment risk management context. CERN. Take part!

You will join the CERN Pension Fund,  whose purpose is to insure its members from the European Organization for Nuclear Research (CERN) and the European Organisation for Astronomical Research in the Southern Hemisphere (ESO) and their families against the economic consequences of disability and old age. The Fund currently has some 3500 active members and the same number of beneficiaries. Operating as a defined benefit capitalized scheme, the CERN Pension Fund's assets currently amount to approximately CHF 4.7 billion.

The Quantitative Methods team is responsible for developing asset allocation tools, analytics and risk management systems for the Fund. The team also builds and maintains an IT system integrating different risk management, performance and asset allocation analytics modules based on internal database and many third party data providers.

Functions

As a Data Engineer in the Fund's Quantitative Methods team, you will:

Maintain a database

Specifically:

  • Liaise with external data providers, in particular with the Fund's master custodian, Fund’s administrator and with the risk consultant.
  • Maintain and develop interfaces with external databases, as required.
  • Maintain the Risk Management and Market Data databases and process data coming from external sources. Validate the coherence of data coming from the external sources.
  • Conduct system analysis and keep systems up to date with changing technologies, data providers and environment.
  • Analyse current applications including performance, diagnosis and troubleshooting of problems as well as design solutions.

Develop new programs and make updates as required

Specifically:

  • Develop code for Python based project, write tests, perform computational and analytical work for the Investment Group as needed.
  • Provide support for existing systems ensuring that problems are resolved in a methodical manner and that progress is communicated effectively to all relevant parties.
  • Conduct simulations to improve the process of monitoring of investment strategies as well as research and implement performance measures for them.
  • Design and maintain reporting tools for various Fund activities.

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