MaRS (Market Risk System) is a system responsible for calculating Value at Risk of the Bank. This value tells how much the Bank can lose during stock market crash, given current positions and history of price changes. Tens of thousands reports are calculated daily by various individuals – from traders to risk management managers. MaRS development team implements new risk models, calculation types and functionalities. The main goal is to make sure that newly added and existing calculations are performed timely and reliably. The main challenge is improving and refactoring existing functionality without impacting the outcome.
Avg. project team size 10
Average number of simultaneous projects 5
Available office hours 8 - 16