Senior IT Developer in Risk
ВТБ Капитал
Москва, Выставочная
2 дня назад
source : HeadHunter

VTB Capital’s vision is to become a prominent, profitable and dynamic investment bank within the VTB group, providing structuring & execution expertise and a creative and effective conduit for international investment into Russia and the wider region.

This employee will be responsible for providing any IT services required by the Risk team. In particular this person will be required to define and build new system functionality, interfaces, support migrations, set up and maintain development and test environments and document IT support and maintenance procedures.

Responsibilities :

  • Analysis, development, configuration management and other IT activities as required to support Risk projects.
  • Maintain close and effective working relationships with the relevant Market Risk team members including Calypso resources.
  • Key Competencies & Qualifications

  • Technical skills to include : Java Python PLSQL Web Services, HTML, XML Development tools - Apache ANT, SVN, Perforce, CruiseControl Bugtracking systems (Jira, BugZila, ClearQuest ect) Collaboration tools Wiki (Confluence, OpenWiki, TWiki etc), Jabber, RM
  • Knowledge of financial products
  • Experience in Risk is nice to have : linear products, derivatives, Greeks, sensitivities
  • Strong interpersonal and relationship building skills
  • Good communication skills
  • Ability to work in multinational company located in several locations
  • Strong technical knowledge
  • Calypso experience is nice to have
  • Within this role the employee is accountable for team’s deliverables for Market and Credit Risk and will cover (but not limited with) the following systems components :

    Market Risk

    Greeks and VaR real time and End of Day reports, Market Data configuration, Stress Analysis configuration. New products development for all desks : FX, FX Derivatives, IR Derivatives, Credit Derivatives, Cash Bonds, Equity derivatives, Commodities, Structured (exotic) products.

    Communication with Calypso vendor.

    Credit Risk

    Limit calculation real time and End of Day, New products development, Vendor relation with Calypso and SunGard, Integration with third-party system, supporting inbound and outbound feeds.

    Benefit package :

  • Official employment;
  • Competitive salary;
  • Professional training and development;
  • Voluntary medical insurance for employee and their family members, life and health insurance, banking products on attractive terms;
  • Sport and corporate events;
  • Ability to build your career in the leading Russian investment bank.
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