We are looking for experts who will contribute to the development of Java backend systems and/or user interface for analytical applications. The goal is to build out a highly motivated and effective team which operates as a whole development unit.
The role will be to work as part of a collaborative, agile development team, who are responsible for the development of new analytical models to support consumer risk management. These models are critical to the firm as they feed into calculations used determine regulatory capital and provide many key risk measures used by risk managers to help make future business decisions. Must 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.
- Participate in the development of detailed object-oriented designs and implementations
- Implement unit-tests and system tests
- Provide ongoing maintenance and support as needed
- On integrating CCAR and Basel models into the client’s risk framework
- Coordination with US Technology team & User group
- Work as part of a collaborative, agile development team
- Global Support, Troubleshooting issues and fixing issues
- Intermediate level expertise in core JavaJ2EE (3+ years)
- Spring Framework, JDBC, JMS, Ant, Maven
- Understanding of object oriented analysis and design, design patterns and high performance computing
- Solid Mathematical background
- SQL knowledge
- Experience developing high-performance analytics or distributed systems
- Willingness to learn financial software development (more specifically Consumer Risk)
- Basic knowledge of Linux / Unix
We offer a colorful and dynamic work environment with:
- market competitive compensation package
- a great diversity of people, cultures and business areas
- language courses and trainings
- Global and diverse working environment
- on-site relax & gym rooms
- volunteering, sport and employee events.