Randstad Digital is looking for a software engineer to work on their Core Risk Simulation Software, which calculates various exposure metrics and monitors/reports limits overages for counterparty credit.
Requirements
- Core Java
- SQL Server
- Autosys
- IBM Platform Symphony
- Coherence
- Stress scenarios and stress testing framework to support internal stress testing and Comprehensive Capital Analysis and Review (CCAR).
- Risk simulation engine to calculate Greeks, sensitivities, and simulated P&L vectors
Responsibilities
- Perform in the high level technical and analytics role as an individual contributor developing software for the various risk calculation processes
- Work directly with our business and other technology partners to understand requirements
- Read and understand business specifications and create functional specifications from them
- Create thorough designs - taking care to assure that designs integrate well into existing architecture
- Write high quality code in the Java language using object-oriented principals and design patterns as appropriate
- Create/modify SQL Server database objects (tables, views, stored procedures, etc) as needed
- Perform high quality thorough unit testing and documentation of development activities
Other
- Work with business partners to identify, measure, aggregate and report firm-wide market risk.
- Work on complex problems where analysis of situations and/or data requires a solid grasp of both computing and business/risk domains
- Work with large data sets requiring extreme attention to computational efficiency, parallelism, and scalability
- Assure quality, maintainability, and extensibility for supported systems and risk applications.
- Work as a Team Engineer in an Agile team. Need to attend daily scrum meetings and sprint planning sessions
