Java Lead Developer (Specific Risk)

• Company

  Excalibur Associates

• Location

  Singapore

• Remuneration

  Highly Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  02-Sep-2010

• eFC Ref no

  673612

Key Roles and Responsibilities:

The candidate will play a leading system developer role to build a new risk engine for all products covered under specific risk. Besides engine development, the role offers opportunity to design and develop high performance solutions.

 
Technical Roles and Responsibilities:
1. Distributed computing software design.
2. Develop Specific risk engine framework
3. Develop Scenario Generator, Stress Testing / Sensitivity Analysis capability.
4. Work closely with java developers and the quantitative development team.
5. Integrate specific risk engine with current risk solution.
6. Responsible for various documentation required as part of SDLC LifeCycle
7. Mentor/monitor java developers to ensure SDLC LifeCycle methodology is adhered to

Qualification:

Extensive experience in development of Risk models (preferably Specific Risk or Market Risk). Alternatively the candidate may have worked developing the risk engines for a leading software vendor in this space. Good knowledge of derivatives and fixed income products, market data, and credit risk processes and methodologies.

Domain Knowledge:
1. Good knowledge of derivatives and fixed income products, market data, and credit risk processes and methodologies.
2. Understanding of Specific Risk model.
3. Understanding of risk measures.
4. Understanding of Portfolio data, static data requirements and system processes.
5. Strong Understanding and familiar with current Credit risk modeling approaches, with Exposure to Specific risk an advantage (Specifically on issuer risk)

Technical Knowledge:
1. Strong programming skill in Java.
2. Knowledge of multi-threading or GRID technologies.
3. Knowledge of hardware and network configuration.
4. Experience in distributed computing software design.
6. Experience in data design and distributed data storage.
7. Experience in analysis of credit risk system requirements and writing high quality functional specification for risk engine
8. Solid database skills ideally in Oracle.
9. Experience in writing test scripts and executing functional tests.

To find out more about this role and many others please send your resume in doc type to prem.ambrose@excalibur-associates.net or apply via Link.  We regret that only shortlisted candidates will be notified.