Senior Development Manager
Key Responsibilities:
Risk Technology is looking for a hands-on High-Performance Distributed Systems Senior Software Development Manager. The candidate will design and develop daily data sourcing of market data, daily data quality analysis of market data, daily cleanup of market data, and daily creation of 1-day and 10-day historical scenarios needed for implementing Historical Value at Risk (VaR) and Internal Model Approach (IMA) calculations for the Fundamental Review of Trading Book (FRTB). The role requires excellent communication skills, strong analytical problem-solving abilities, solid academic background, expert programming, and strong program and people management skills. Knowledge of financial products and markets is essential to succeed in this role.
Core responsibilities include:
• Design and implement high-performance market data and scenarios for market risk and counterparty credit risk VaR calculations.
• Support end-to-end model validation and application platform integration testing
• Ability to interpret and analyze new regulatory analytics requirements.
• Mentor and manage team of junior and mid-level developers.
• Maintain up-to-date understanding of the project and communicate, at a variety of levels, the activities, risks, issues, assumptions, dependencies of the project
• Manage multiple tasks effectively and independently to meet deadlines
Job Skills / Qualifications:
• Bachelor’s degree in Computer Science or other Engineering discipline
• 10+ years of hands-on software development experience in C++, Java, Scala, Python (expert programmer)
• 5+ years of hands-on software development experience in Big-data ecosystem including Hadoop, Spark
• Conversant with build, deployment and debugging processes (on Linux) such as GDB/Make/Makefiles
• SVN, CVS
• Scripting: At least one of the following: Python, R
• Must be able to communicate and interact effectively with business users, product quants, project managers and IT stakeholders
• Must be well organized and able to meet stakeholder delivery commitments
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Job Family Group:
Technology
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Job Family:
Applications Development
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Time Type:
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