Luxoft is a global leader in high-end software development.
Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
Developer will be responsible for the following:
*Engage with business clients to clarify and understand the business requirements *Engage with relevant IT staff and clients to deliver solutions *Understand and convert requirements into high quality solutions within the risk application. *Ensure timely delivery of implementation and testing in line with project milestones. *High level design and technical specifications *Report regular progress to the Project Manager *Learn and understand the technical landscape of the systems *Perform ad-hoc investigations on the systems to answer questions arising during all development phases and broaden self-understanding *Act as SME for post-implementation support of changes. *Work in accordance with internal project policies and standards
Essential •.Net skills: Core .Net Framework, web or rich client GUI experience
*Exposure to large database systems, preferably on Oracle *Experience of working on large enterprise systems, processing large data volumes, e.g. multi-threaded / multi-tier architecture *Experience of Unix and shell scripts *Experience in design methodologies (UML, Component Design Tools, etc.) *Ability to work at a fast pace in a team and adapt style to ensure the project is successful *Ability to understand problems and drive solutions without complete specifications *Ability to work within complex legacy code base
Desirable •Detailed understanding of Financial products and Risk Management, including statistical and quantitative methods
*Experience of working on large projects / complex systems *Experience of ETL technologies. Data transformation, normalisation and enrichment *A degree in a numerate discipline ( e.g. Maths, Physics, Engineering, Computer Science) *Exposure to caching, aggregation, map-reduce technologies *Data modelling expertise *Experience of CORBA,SQL,TAO
Delivery of market risk capital calculation capabilities to meet regulatory requirements currently outlined in Basel Committee on Banking Supervision (BCBS) second consultative paper on Fundamental Review of Trading Book, Basel 265.
Create a robust infrastructure to implement changes required to CS risk framework for the various components/areas identified to date, amongst others:
- Calculation Eligibility (Framework, Trading Book Boundary, Risk Based PnL, Backtesting, Leverage Ratio, Market Data Modellability).
- Capital Calculations (Capital Aggregation, Internal Models, Non-modellable, Standard Rules, IDR).
- Review of Internal Models Approach.
- Intraday Risk Management.
- Regulatory Reporting.