Analyst/developer for Market Risk Management application

Role: Analyst/developer for Market Risk Management application

Job Description

· Gather and understand requirements, Impact analysis, and cost estimation, production of comprehensive functional and technical specification.

· The development of enhancements to the Risk Systems. This will involve both 'hands on' development as well as working with vendor to deliver the solution.

· The implementation, customisation and support of vendor systems components

· System testing, trouble shooting, code review and quality control.

· Managing users expectations.

· Offer third line support to the production support team."

· Minimum of 3 years of development experience, preferably working with Sybase , Unix , Shell Scripting , C++ applications

· 3+ years experience working directly with users to gather/ analyze requirements and translation into a technical solution

· Working experience in developing functional & technical specs, conduct end-to-end testing from system design, development and UAT.

· Business Knowledge in Banking Background, Specifically in Risk Management and/ or Treasury

· Understanding of Market Risk Concepts, Treasury products including Derivatives, Fixed Income and Money Market products

· Familiar with ALGO Credit and/or Market Risk modules

Technical Skills

· IBM Algo

· RDBMS - Sybase

· Unix/Linux OS

· Unix Scripting

· Shell Scripting

· C++

· VBA5

· Experience with Job Schedulers such as Control-M

· Advanced Excel Macros

· Strong analytical skills and proactive in providing system solutions

· Candidate must have good working knowledge of SDLC

All your information will be kept confidential according to EEO guidelines.