Senior Java Engineer
- Hungary, Budapest
- 2016-09-22 11:00:42
- ID вакансії
Description, duties, responsibilities
Job Background :
There is a need to expand the Retail ACE analytics team to meet ongoing Basel regulatory\risk capital model requirements and to support the development of a new Comprehensive Capital Analysis and Review (CCAR) execution platform.
The goal is to build out a highly motivated and effective team which operates as a whole development unit. This will serve to reduce the footprint of higher cost resources in the New York metropolitan area, while expanding the capability of the retail analytics team.
The members of this offshore team will work in conjunction with the New York based team to implement enhancements to our current Basel retail models, and construct and maintain a new CCAR execution platform with the company framework.
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. Statistical models utilized include Accuracy ratios and t-tests.
The role will include work on integrating CCAR and Basel models into the company framework, which is an enabling technology that cuts across multiple tiers of technical architecture, such as web client, application, business logic and data access layers. This framework allows development teams to create annotation based view definitions for user screens and reports using core java, Html5 and ExtJs.
Knowledge and Experience :
Intermediate 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