Role is for an experienced Regulatory Reporting Developer to join their Finance Technology department which resides within Middle Office, Risk & Back Office Technology in with this Global Financial Institution.

As a technical developer you will be instrumental in supporting and delivering functionality around Capital and Liquidity reporting using the Moody's Risk Authority (Moody's RAY) application.

This role requires a skilled developer who can undertake day-to-day support and technical development activities on an Oracle database servicing a number of regulatory reporting regimes including Capital, Liquidity and Stress Reporting

This role is a 'hands-on' role involving ensuring Capital Adequacy reporting [CoREP], Liquidity Risk reporting [LCR], [ALMM], [NSFR] and [PRA110], and Financial Reports [FINREP] are accurately processed by the IT systems and meet the SLA schedules and accuracy expected by the business.

You will work directly with the front line business community, other technical developers and business analysts helping to ensure that reporting questions are answered, that the reports adhere to the regulation, work on new requirements and enhancements as well as opportunities longer term projects pipelines.

  • Develop efficient ETL routines using stored procedures and external tables to load the bank's data into the Moody's RAY datamart
  • Aggregate large datasets [<10m] using database technologies to load the data needed for risk computations
  • Build batch processes using schedule software such as Control-M
  • Provide support on the overnight batch and develop enhancements and improve efficiency where required.
  • Collaborate with Business Analysts helping to define the solution, testing strategies and ensuring technical requirements have been incorporated into Functional Design Documents
  • Work as part of the Finance Technology team providing day-to-day support of the Moody's Risk Authority investigating issues and resolving defects in a timely manner
  • Work closely with the Regulatory Reporting team, Finance and Treasury to help answer adhoc queries/questions
  • Have experience around regulatory reporting, BASEL III / IV regulation and appreciate components such as Liquidity Coverage Ratio, Counterparty Credit Risk, ALMM, PRA110 etc.
  • Work closely with IT team on technical specifications & delivering software to the business. Carry out testing running end of day processing in Moody's Risk Authority to produce regulatory reports and work closely with end users in interpreting and validating test results
  • Provide timely updates to stakeholders in terms of progress and status of issues
  • Ensure change is compliant with strict change control policies and system changes are subjected to rigorous testing
  • Work with the wider Technology support teams and ensure best practices are followed in design and architecture
  • Help define test strategy and undertake unit and systems integration testing. Assist UAT testing and helping the user base to complete their tests and provide any summary or management KPI's
  • Test functionality using Moody's RAY software and Control-M ensuring due diligence has been carried out prior to engaging user acceptance testing
  • Package up artifacts using industry standard repositories such as SVN, SDA & TeamCity
  • Work with BaU teams to ensure project changes are released to live in a co-ordinated manner
  • Provide a level of post live support and remediate changes

MUST

You will be working within Technology working alongside a number of IT teams and supporting the application. Key skills required include :

  • Worked with Oracle databases and be considered an expert in this field
  • A strong understanding of database languages including SQL*Plus & PL/SQL
  • Strong experience working with interfaces and have a good appreciation of ETL techniques and reporting technologies
  • Experience of working in investment banking with an understanding of trade and instrument data
  • In-depth knowledge of performance tuning Oracle database queries and processes
  • Prior experience working with Moody's Risk Authority (RAY) or Fermat is preferred but not essential.
  • Experience with other regulatory application software such as Axiom, Vermeg, Abacus 360 etc
  • Experience of working on scheduling software such as Control-M, Autosys, Tivoli etc
  • Manage enhancement requests through writing specifications for the technical development team
  • Test the software either through Systems Integration Testing or through working with the business on User Acceptance Testing. This includes all phases of the test cycle including writing test scripts, executing tests, capturing defects, re-testing etc...
  • Have experience working with interfaces, understanding the challenges around data flow, transformation, transportation, reconciliation etc...
  • Understand the project life cycle with a clear appreciation of scope and be adept at understanding the different approaches and methodologies used to deliver large scale change in manner which minimises business disruption
  • Provide timely updates to stakeholders in terms of progress and status of issues
  • Understanding of the BASEL regulatory framework including COREP reporting and Liquidity reporting.
  • Have been involved with project implementations with a solid understanding of the project life cycle and different implementation techniques
  • Pay great attention to detail and be client driven with a focus on delivery and milestones
  • Have exceptional communication skills, being able to converse with a wide variety of stakeholders including department heads
  • Have experience working on test strategies, test plans, test scripts and documenting test cases used to ensure software is rigorously tested and fit for release to production
NICE TO HAVE
  • Previous knowledge and understanding of Moody's RAY platform which includes a basic understanding of the underlying database tables used in Capital and Liquidity reporting.

Previous experience of working on databases deployed in the Cloud

Luxoft, a DXC Technology Company is a global digital strategy and software engineering firm with over 17,000 international employees within its 58 offices in 29 countries. It is headquartered in Zug, Switzerland. 

In January 2019, Luxoft was acquired by U.S. company DXC Technology. Luxoft partnered with LG Electronics to create a next-generation Autonomous Mobility concept vehicle that integrates consumers' personalized digital lifestyles into a driving experience. Luxoft enabled Switzerland's first Blockchain based e-vote platform with the City of Zug and Hochschule Luzern's Blockchain Lab.

Luxoft, a DXC Technology Company is a world-renowned company. It has been present on the Polish market for over 13 years. We have offices in Krakow, Warsaw, Wroclaw, and Gdansk. We employ over 2,000 professional experts carrying out projects for over 100 clients from the financial, automotive, medical, tourist industries, etc. We work for many international clients, including the USA, Great Britain, and Switzerland.

So far, Luxoft Poland has made a name for itself as a company that offers work on innovative projects, we offer various experiences in the field of IT, opportunities for rapid development, an extensive training program, and attractive benefits for employees.

At present, 62% of Luxoft Poland employees come from Poland, and 38% from around 50 countries, including Ukraine, Brazil, India, Turkey, Spain, Portugal, Italy, Romania, USA, etc.

At Luxoft, a DXC Technology Company almost 80 percent of employees are experts with the "Senior" experience level, with at least five years of experience. We care about our employees, so every day we try to provide them with the best possible conditions for work and development.

Technology is our passion! We focus on top engineering talent means that you will be working with the best industry professionals from around the world. Because of that, Luxoft is a global family with an epic atmosphere – we love what we do!