RUBY is an in-house system to support Balance Sheet and Pre Provision Net Revenue (PPNR) forecasting and the calculation of earnings and valuation Interest Rate risks. It supports driver-based models to forecast PPNR and calculate risk metrics under various economic and interest rate scenarios including CCAR/GSST among others. The candidate will be work with business analysts to understand the requirements, and be responsible for the design, development and testing the system.
The following required knowledge and experience is essential for this position:
• Good track record of relevant experience in design and development of Java based systems.
• Strong knowledge of JAVA (Core JAVA, Multi-threading, Spring, Restful Services)
• Expertise in Messaging Services (JMS, Tibco EMS) and Websphere application server is preferred.
• Knowledge in front office pricing models (bonds, MBS and structured products) and risk analytics is preferred.
• Databases – Oracle or equivalent with SQL,PL/SQL programming expertise.
• Experience with Maven, Subversion, Hudson, JUnit and other similar technologies.
• Unix/Linux scripting skills (Korn shell and PEARL)
• Good understanding of finance and risk management will be preferred.
• Excellent time management and ability to multi-task/balance parallel work streams
• Committed to Unit testing, good design approach and work with a team or independently.
• Work with teams in other time zones and the challenges of time, language and culture.
• Good communication skills.
Server Side Core Java 1.6 and up (Multithreading, Data Structures, Collections), Spring, SQL.