Description

You will build and renovate a calculation engine for regulatory capital figures, including SA-CCR and RWA.

Responsibilities

• Build out a renovated calculation engine using Scala and Spark.
• Develop new capital calculators for Interest Rates, FX, Credit, Equities, and Commodities.
• Implement BDD and DevOps practices within an agile development environment.
• Collaborate with global agile groups, product owners, and business users.

Required Skills

• 5+ years of professional software development experience.
• Proficiency in Scala and Spark.
• Strong experience with Java.
• Experience working with DB2 databases.
• Competency in Unix Shell Scripting or Python.
• Ability to learn financial and regulatory business knowledge rapidly.
• Effective verbal and written communication skills.

Preferred Skills

• Any Graduate degree.

Key Skills

Education

Any Graduate