Surveillance Enhancement Program (SEP) is a multi-year program (MYP) to build and enhance the surveillance platform to detect potential instances of market misconduct, market manipulation and market abuse.
The Bank met its commitment to FCA (Financial Conduct Authority, FCA) to meet Market Abuse Regulation ("MAR") requirements for critical data sources in September 2017. Following that, subsequent projects were initiated to further enhance, expand and complement the current coverage of the automated surveillance platform.
This project will focus on Alerts enhancements, Strategic data sourcing from FM order and trade lakes, UI / workflow enhancements to meet regulatory obligations (i.e. Market Abuse Regulation, Dodd Frank). This also includes Control Room & Suitability Monitoring related data, UI and scenario enhancements.

Responsibilities

Software programming using Q/KDB backend and UI development using Delta Stream Dashboard builder.

Perform data analysis and apply ML/AI based libraries for innovative solutions to the requirements/problems in Market Abuse Surveillance.

This role will work closely with business analysts and trade surveillance users.

Provide effort estimates of based on requirements to project managers.

Adhere to best practices, coding standards.

Keep the specification documentation updated and version-controlled in SharePoint.

Skills

Must have

Technical:

4+ years of hands-on experience in Development using q/KDB in financial domain

Proficiency in using JIRA for issue tracking (SCRUM boards)

Prior experience in using ML/AI libraries in solving real-world problems is a definite plus Functional:

Strong understanding of Financial Markets Asset Classes (FX, FI, Equities, Rates, Commodities & Credit), various trade types (OTC, exchange traded, Spot, Forward, Swap, Options) and related systems is a must

Surveillance domain knowledge, regulations (MAR, MIFID, CAT, Dodd Frank), and related Systems knowledge is certainly a plus Others:

Education

Degree or above in Information Technology, Computer Science, or equivalent

Excellent verbal and written communication skills

Good knowledge of release process and control procedures.

Strong experience in dealing with geographically diverse teams globally

Nice to have

Python, Machine Learning, Artificial Intelligence, Investment Banking

Other

Languages

English: C2 Proficient

Seniority

Senior

Senior KDB Developer

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