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?
- Automating new regression scripts at the end of each release and maintaining existing Test Automation frameworks
- Suggesting / identifying areas of automation and tool usage / innovation
- Test Planning
- Test Execution
- Test Reporting
- Requirements analysis
- Strong Quality Assurance & Testing background
- Knowledge of C# and/or Java, Selenium (understanding and developing the code)
- Continuous Integration / build systems’ knowledge (TeamCity, Jenkins, SVN)
- Deep knowledge of SW Development Lifecycle
- Excellent verbal and written communication skills in English (professional proficiency)
- Great analytical, problem solving and quick decision making skills
- Proactive and self-motivated
- Excellent Team Player
Desired Skills and Qualifications:
- Knowledge of Waterfall, Agile, Scrum, TDD
- Understanding on Database technologies like Oracle, Sybase and SQL Database
- Experience of using JIRA or Quality Centre/ALM (or equivalent tools)
- ISTQB certification
- Non-functional testing experience (e.g. J-Meter, Load Runner)
- Experience or knowledge from financial area would be great attitude
The Basel Committee on Banking Supervision (BCBS) and Board of International Organization of Securities Commissions (IOSCO) have published a margin requirements based policy framework for non-centrally cleared derivatives. This framework has been introduced to apply robust risk mitigation techniques to reduce the counterparty credit risk between systemically important counterparties present in global markets.
The Credit Suisse solution for this, the Initial Margin Calculator will source trade and risk data from various systems within the bank and produce regional daily calculation of the initial margin call and post amounts via one of the two proposed models: scheduled model (a standardised IM calculation) and SBA (a sensitivity based approach). Outbound feeds will be generated to Algo, a UI for the investigation of disputes and to a third party for dispute management purposes.