14 Apr
Java/Python/C Developer
Vacancy expired!
- To be able to perform all XVA EST BAU operations required for business critical FED CCAR cycle on quarterly, monthly and annual CCAR that involves XVA EST batch runs (base/stressed) and EMS batch runs
- Ability to perform analysis and review of scenario shocks, batch parameters, calibration configuration & GDA compatibility prior to launch of critical business cycle date
- Ensure that all critical EST/EMS batch runs (Base, stressed, RNIC, RFD, GBAO & benchmarking) are launched, monitored and validated on completion
- Ensure that EST batch results are timely available in Radar and successfully completed the post run validation cycle
- Ability to identify all pre-requisite steps and inputs and launch and monitor the CCAR FRY 14Q schedule L generation process and corresponding CCAR DQ rules execution and Trend Analysis processes
- Ability to identify and categorize the issue (market, trade, pricing or upstream layer dependency), reproduce and debug the code to investigate and escalate to appropriate technology partners or quants for resolution
- Ability to understand the impact of code synchronization, GDA upgrade and identify compatibility issue ahead of time
- Ability to support the needs of Global Market risk team and quants during CCAR submission, FED exam or corporate Audit by providing explanation and justification from the EST/EMS batch results or FRY14Q report/DQ report
- Seen a project through from inception to completion may be over multiple years and challenges
- Ability to model data and systems in ways that can grow and be maintained
- Substantial programming and unit testing experience
- An overwhelming urge to solve complex problems without being told to do so
- Exceptional knowledge of computer science/engineering
- Working in an environment using Python/Java/C, SQL, Oracle, Unix
- Help shape Strategic goals for our systems and then deliver toward those goals
- Bring the team along with you by sharing experiences while fostering talent in others and giving /seeking advice
- Research and analyze data processing functions, methods and procedures
- Monitor application execution for expected performance
- Ensure data is consistent and can be cleanly reported from Derivatives market knowledge is preferred
Vacancy expired!