Pozíció leírása / Job description
- Managing risk while addressing regulatory uncertainty has emerged as one of the most critical areas of business operations for the company. Enterprise Technology Solutions (ETS) group focuses on helping our businesses take a more holistic view of risk -- one that allows Risk Managers to manage, measure and actively mitigate risks taken by the firm.
- Participate in the development of detailed object-oriented designs and implementations, implement unit-tests and system tests, provide ongoing maintenance and support as needed.
- Work as part of a collaborative, agile development team, who are responsible for the development of new analytical models to support consumer risk management.
- Be an innovator with strong mathematical skills who is able to work under the direction of program lead.
- Subject areas include: Basel regulatory and risk capital models, CCAR models, RWA calculations, including risk parameters PD, CCF, LGD, EAD. Statistical models utilized include Accuracy ratios and t-tests.
- Work on integrating CCAR and Basel models into the Risk framework
Elvárások / Requirements
- BS/MS in Computer Science/Engineering, Mathematics, Physics or related field
- High-level expertise in core Java\J2EE (4+ years)
- Experience using Waterfall SDLC or Agile methodology
- Spring Framework, JDBC, JMS, Oracle DB, Ant, Maven
- Solid Mathematical background
- Understanding of object-oriented analysis and design, design patterns and high-performance computing
- Working knowledge of Linux / Unix
- Experience in any of the following would be an advantage:
- Experience developing high-performance analytics or distributed systems
- Knowledge or experience in Consumer Risk
- Experience in financial software development
- Experience using PL|SQL
- Strong mathematical background - knowledge of statistical optimization methods is especially helpful
- SAS programming experience
- Korn shell scripting
Amit kínálunk / Offer
- Excellent environment in which to work alongside top professionals across these disciplines to get a broad understanding of the business.
- Knowledge of company's group processes and systems
- Risk Management activities in a global financial services organization
- Competitive salary package
- Opportunity to work in a global environment