Job Details

Strategy
Awareness and understanding of the Groups business strategy and model appropriate to the role.
Design, engineering and deployment of the strategic Market Risk platform.
Business
Awareness and understanding of the wider business, economic and market environment in which the Group operates.
Engage with the Business to capture user journeys and prioritise for development.
Processe
Design, engineering and deployment of the strategic Market Risk platform.
Set the direction for the framework and maintain strong engineering standards.
Deliver user stories in the form of code (application code, platform as code, deployment as code and automated tests).
Engage within the team and across the organisation to ensure consistency in DevOps, Agile, Engineering and Design.
People and Talent
Be a good developer and willing to learn new things in a fast changing environment.
Risk Management
Governance
Regulatory & Business Conduct
Display exemplary conduct and live by the Groups Values and Code of Conduct.
Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
Work in the ActiveRisk development team to achieve the outcomes set out in the Banks Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment.]*
Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.
[Insert local regulator e.g. PRA/FCA prescribed responsibilities and Rationale for allocation].
Key Stakeholders
Market Risk users

Software Engineering
ActivePivot in-memory OLAP technology, MDX
Very strong data modelling skills
Strong experience in agile methodologies and test driven development
Hadoop, HIVE, Spark, Presto
Experience in automated software testing

Software Development
Very strong core Java
Experience in the following technologies:
OLAP: ActivePivot, MDX, XMLA
Language: Java, Scala
Data: Oracle, Hadoop, Spark, HIVE
Middleware: Kafka, REST API
UI: HTML5

DevOps
Strong knowledge in CI/CD toolset such as Ansible, Artifactory, Jenkins, BitBucket, SonarQube, Fortify, Flyway, Jira and Confluence.
Strong knowledge in automated testing toolset: jUnit, Groove Mockito, Cucumber, Selenium etc.
Integrated Development Environment (IDE): IntelliJ
Version control tools: GIT

Business Skills
Market Risk management
Basel 2.5 framework (Market Risk sensitivities, daily and stress VaR, SR VaR, IRC)
BCBS 239 principles
FRTB requirements

Experience
Experience building Market Risk platform using ActivePivot
A Bachelors degree in Computer Science (or equivalent experience)
10+ years of software engineering experience.
Must be hands-on software design & development.
Experience with enterprise scale systems.

Non-technical Skills
Proven ability to work within a team environment.
Highly effective verbal and written English communication skills.
Ability to make good / sound decisions and use independent judgement.
Strong reasoning, analytical and inter-personal skills.
Excellent attention to detail and time management.
Great presentation skills

Reference ID - GH/Technology/Active Pivot Developers/JC//23042018//75070