Description

You will build a renovated calculation engine to serve as the foundation for new capital calculators.

Responsibilities

  • Contribute to the buildout of a Scala and Spark based calculation engine.
  • Develop new capital calculators including SA-CCR and RWA.
  • Work within an Agile team following Behavior Driven Development (BDD) and DevOps practices.
  • Collaborate with local and global Agile groups, including product owners and business users.

Required Skills

  • 5+ years of experience in software development.
  • Proficiency in Scala and Apache Spark.
  • Strong experience with Java.
  • Experience working with IBM Db2.
  • Proficiency in Unix or Linux environments.
  • Ability to use Shell Scripting or Python.
  • Strong problem-solving skills.
  • Effective verbal and written communication skills.
  • Ability to learn new technologies and financial/regulatory business knowledge rapidly.

Key Skills
Education

Any Graduate

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