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Credit Risk IT Lead Developer

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  • Banking & Finance
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Job Details

Your RoleThe Lead Developer will deliver functionality to support the strategic credit risk platform. The role requires close collaboration with project managers, analysts and the methodology team with development challenges ranging from data feeding and transformation to real-time Monte-Carlo simulation using a mix of development languages and technologies, with prevalence of Java.Your Team Credit Risk IT is responsible for providing the systems needed by the Investment Bank, Wealth Management and Firm-wide Risk to manage Credit Risk exposure of its global Front Office trading functions.Your Experience and SkillsYou have10 years of experience of developing large-scale, high-performance applications in major enterprise programming languages (Java, C++, C#)Hands-on core Java knowledgeEducation in Applied Mathematics or similarExcellent written and verbal communication skillsAlgorithmic and architectural skills, proficiency in multithreading and distributed applicationsKnowledge of the fundamentals of Probability Theory and StatisticsExperience in SQL programming (PL/SQL is a plus) and Unix shell scriptingTeam management and/or business analysis experienceYou areExperience in Credit Risk, VAR calculation, Monte-Carlo simulation,Knowledge of SFT product valuation, in particular bond, equity and repo pricingC++ programming experience.
Degree: M.Sc. (Science) | MCA/ PGDCA | ME/ M.Tech./ MS (Engg/ Sciences)

Additional Degree: BE/ B.Tech (Engineering) | B.Sc. (Science) | BCA (Computer Application)

Experience: 10-15


Application Programming | Database Administration (DBA) | Quality Assurance/Testing | Software Engineer
Applying for this job will take you to an external site


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