Core Java Developer - Market Risk Full-time Job
2 years ago IT & Telecoms, Software Charlotte 412 viewsJob Details
Required Qualifications:
5+ years of Specialty Software Engineering experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
5+ years of Java experience
3+ years of risk and regulatory compliance experience
3+ years of cash or derivative products experience
5+ years of Object Oriented Design (OOD) experience
3+ years of SQL experience
3+ years of Grid computing experience
3+ years of Oracle Coherence development or implementation experience
3+ years of Calypso technology experience
Desired Qualifications:
BS/BA in computer science, applied statistics, quantitative economics, operations research or a relate
Agile experience
Knowledge and understanding of technology platform development including large scale technology in a capital markets environment
Knowledge and understanding of technology performance: requirements and designing highly scalable solutions
Company Description
The Market Risk Technology department provides world class business solutions to support Corporate and LOB Market Risk teams.
The group works with its business partners in identification, measurement, aggregation and reporting of Market Risk across the firm and ensure that risks are being appropriately managed within the defined risk appetite for the firm. The Market Risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on all financial products subject to market risk sensitivity. All regulatory reporting requirements for market risk including: Basel II.5, Volcker, CCAR, SA-CVA, SA-CCR, and FRTB are calculated.
The open position is a Lead Capital Markets Software Engineer working on applications and enhancements to support regulatory reporting.
The group works with its business partners in identification, measurement, aggregation and reporting of Market Risk across the firm and ensure that risks are being appropriately managed within the defined risk appetite for the firm. The Market Risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on all financial products subject to market risk sensitivity. All regulatory reporting requirements for market risk including: Basel II.5, Volcker, CCAR, SA-CVA, SA-CCR, and FRTB are calculated.
The open position is a Lead Capital Markets Software Engineer working on applications and enhancements to support regulatory reporting.
