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?
- Work with the client's Business Analysts to gather and analyse business requirements
- Design solutions within the area of responsibility: Counterparty Credit risk management system, primarily databases and large-scale model simulation and data processing systems, ensuring architecture supports the business requirements
- Analyse client's technology environment and enterprise architecture guidelines and principles to ensure the solution implementation is aligned with target architecture and roadmap
- Create and maintain solution architecture description documentation within the area of responsibility
- Provide guidance to system analysts on the proposed solution design
- Consult project and programme managers, team leads about scope, architectural approach and budget planning
- Discover and recommend ways to simplify the platform and improve its reliability, efficiency and data quality
- Participate in technology assessment and selection, including PoC
- Take part in the solution control board, present solutions and participate in solution reviews
Project is about development and support of the risk management platform used for calculating bank's counterparty risk exposure and allowing this to be hedged. The system consumes trades and market data from systems all over the bank and all asset classes, then runs a series of complex risk calculations across the entire trade portfolio and provides feeds to downstream systems of the results. The system needs every trade in the bank before it can run any calculations, and some of these trades are extremely complex products.
The system's purpose is to provide risk reports to groups across the bank as well as external regulators. It is not strictly an end-user application but has circa 100 users consuming its results and working with its UI components. The system must deal with large volumes of incoming data in different formats, with a combination of real-time and daily input feeds. Calculations are extremely large scale and are distributed across a compute grid of few thousand CPUs.
