Beschreibung
Task:Market Risk Control is responsible for risk identification, measurement of risks, setting of risk limits in accordance with the banks risk appetite, independent risk reporting and risk control of limit excesses and risk concentrations.
We are looking for a C#.Net Developer to become part of the market risk team to be involved in the development and support for Fixed Income Market Risk Reporting. Primary responsibility will be for the supprt of an existing RAD reporting solutions but the role will also entail full responsibility for the life cycle of the future enhancements and development, i.e.:
- Gathering and analysis of business requirements
- Putting together the technical/functional design and documentation
- Development, testing, implementation and support of the applications
There is an opportunity to learn about the Market Risk Control function and how it fits into the wider investment bank. This would allow you to become familiar with our customers' philosophy towards risk control as well as to understand the current processes / systems / products that are traded within our customers' Fixed Income. There is also scope to contribute to the banks wider strategic initiatives which includes the replacement of this existing toolset.
Requirements (Must have):
- Profound knowledge of C#, .Net Framework, Oracle, Toad for Oracle and MS Visual Studio
- Experience and knowledge of VBA for MS Excel and MS Access with ADO/DAO experience and SQL
- Experience of configuration management tool
- Background in structured IT development and exposure to the full RAD life cycle
- Ability to understand existing code as well as develop new tools/reports from scratch
- Proactive, innovative and able to share ideas
- Customer focused with good communication skills
- Ability to prioritise workload and work well under pressure of tight deadlines
Nice to have:
- Knowledge of Microsoft Excel 2007, with particular emphasis on cube functions
- Exposure to reporting tools e.g. Microsoft Reporting Services
Beginn: 05.04.2010
Dauer: 31.12.2010
Branche: Bank/Finanzen