Imported from previous forum
Department Overview:
Develops and supports a risk and p&l application for the Global Credit businesses. The system provides T0 and T+1 P&L reporting, Risk Based Explains, Adjustment functionality, reporting and various reconciliation and control checks. The application sources data from multiple front office and back office systems and is the central warehouse for risk and p&l data. The application is C# / VB / Perl / Sybase based and will gradually be redesigned in C# / Sybase.
Main Function Of The Job:
Ensure that IT can rapidly respond to new business initiatives and support the business growth in what is becoming a vital function across many areas of the bank. Provide technical support for Front Office and Middle Office. Work directly with end-users to understand their business requirements and translate them into software. Business experience is desired.
Responsibilities:
Application development and support as part of a large development effort with aggressive delivery time table. The role will be responsible for the interpretation of requirements, implementation of specific modules within an established architecture. The role will require involvement during Integration and User Acceptance testing. The role will involve a combination of enhancing and re-designing Glacier to support business growth and application support to resolve issues or requests from the business users in a timely manner.
Experience required:
- Application Development of multi-tier applications.
- Database design including table, stored procedures, trigger, etc.
- Experience in complex and large stored procedures.
- Familiarity with databases is critical.
- Comfortable working with end users.
- Sybase (or MS SQL Server)
- C#/.net
- Business knowledge of derivatives, particularly credit.
- VB / COM
- Excel / VBA
- UNIX
- Perl
- XML
- Risk / Greeks