At CERN, the European Organization for Nuclear Research, physicists and engineers are probing the fundamental structure of the universe. Using the world's largest and most complex scientific instruments, they study the basic constituents of matter - fundamental particles that are made to collide together at close to the speed of light. The process gives physicists clues about how particles interact, and provides insights into the fundamental laws of nature. Find out more on http://home.cern.
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.
As a Data Engineer in the Fund's Quantitative Methods team, you will:
Maintain a database
- 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
- 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.
Master's degree or equivalent relevant experience in the field of computer science or a related field.
The experience required for this post is:
- Demonstrated experience in development in at least one of the languages: python, Matlab, C#.
- Demonstrated experience with database design and development (Oracle, SQL, SQLAlchemy and Alembic).
- Experience developing quantitative investment strategies (CTA) and working with financial markets and instruments.
- Demonstrated experience with statistical models, complex data models and time series data analysis.
- Awareness of possible performance issues in large SQL databases and ways of overcoming them would be an advantage.
The ideal Engineer would also have experience with:
- ETL (extract-transform-load) job development.
- Bloomberg API, enterprise reporting software, and virtualisation techniques.
- Development of application software
- Development of data visualization applications
- Knowledge of programming techniques and languages
- Re-use, refactoring, integration and porting of existing software
- Testing, diagnosing and optimization of software
- Solving problems: Identifying, defining and assessing problems, taking action to address them.
- Achieving results: Delivering high quality work on time and fulfilling expectations.
- Communicating effectively: Utilising effective negotiation techniques to achieve long-term results acceptable to all parties involved.
- Managing self: Working well autonomously; taking on activities and tasks without prompting.
English: spoken and written with the ability to draw up technical texts. The ability to understand and speak French in professional contexts, although not required, would be an advantage.
Eligibility and closing date:
Diversity has been an integral part of CERN's mission since its foundation and is an established value of the Organization. Employing a diverse workforce is central to our success. We welcome applications from all Member States and Associate Member States.
This vacancy will be filled as soon as possible, and applications should normally reach us no later than 12 midday on 23.06.2021
Contract type: Limited duration contract (5 years). Subject to certain conditions, holders of limited-duration contracts may apply for an indefinite position.
Job grade: 6-7
Job reference: PF-IN-QM-2021-46-LD
Benchmark Job Title: Computing Engineer