Software Engineer (Counterparty Credit Risk)

Key Responsibilities

.Gather and understand requirements, Impact analysis, create comprehensive functional and technical specification document.

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

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

.Managing user's expectations.

.Offer third line support to the production support team.

Required Skills & Experience

.Knowledge on MLC Risk Configurations, formulae.

.Able to create new LRB requests, LTS scripts.

.Familiar with MLC components like limits monitor, contributions and limits & exposures.

.Understanding on the Static Data dimensions.

.Knowledge on Limit operations.

.Strong Datamart skills and understanding on Trade life cycle.

.Strong SQL & PL SQL

.Unix/Linux Scripting

.Experience in Job schedulers like Control-M

.Good Communication skills