We're developing a strategic risk-management platform in one of the World's Top 10 Investment Banks. It is a mission-critical project for the Client because it enables large scale Monte Carlo simulations to forecast future cash flows of derivative trades and portfolios along with quantification of associated risks, which are used by Client's traders across the world. It is also used for Stress testing and runs hundreds of potential economic scenarios to confirm Bank's readiness for various business conditions to market regulators. Calculated exposures are used for Basel 3 reporting, RWA calculations, trading limits, valuation of Market and Credit risks etc.
This platform performs overnight data loading and runs batch processing during the day to deliver data to downstream systems according to strict SLAs. It is also capable of intraday online calculations. This is a legacy platform to an extent, but we keep developing new components and modify existing ones, there is more development than support activities. Also, there is undergoing Automation program sponsored by Client's top management in order to bring platform to modern and automated delivery process. We strive to reduce manual work and bring best engineering ideas to life.
- Technical experience is mandatory with a detailed knowledge of at least one of Java, R and/or Python
- Experience of Apache Spark and an understanding of Azure Data Lake architecture
- Hands-on experience with version control systems (git)
- Experience of standard tools e.g. Jira, SharePoint, SQL development tools and Web-Service.
- Hands-on experience with PowerShell for scripting and automating processes
- Strong quality assurance skills with knowledge of TeamCity
- Ability to debug data pipeline process
- Ability to understand and converse around layered architecture.
- Ability to multitask complex technical issue resolutions.
- Ability to effectively communicate about technical issues to software developers.
- Rudimentary understanding of Big Data and Big Data Technologies and approaches.
Who we're looking for?
Spark / Scala, Java, Scripting / Python, Databricks / PowerShell, Azure, ADONICE TO HAVE