7 months ago
Information Technology (IT)
Job Reference #
Are you an enthusiastic technology professional? Are you excited by an enriching career; working for one of finest financial institutions in world? We're looking for someone like this to join our development team within Risk Analytics IT
The Counterparty & Treasury IT function within the UBS Investment Bank manages the build out and support of UBS’ Credit Valuation Adjustment, Counterparty Credit Risk, Liquidity & Funding IT systems
Across this area there are a number of established programmes and new books of work delivering strategic change and tangible business benefit to UBS Investment Bank and Group Functions. This is a market differentiating department with exciting opportunities to get involved in very topical areas such as Counterparty Credit Risk / CVA, Secured & Unsecured Funding and Investment Bank Liquidity projects and business process change.
The work within this department is actively sponsored by the UBS Group Treasurer, the Investment Bank Chief Operations Officer, and the IB Treasury Trading global head whilst also actively supported by the Front Office and Control function heads.
Your job is within one of the most high profile and well-respected IT teams in the City, building out the capabilities to allow our trading desks to actively manage credit and liquidity risks in the markets.
You will take responsibility for the design and build of strategic components across Risk Analytics. This will encompass sourcing trade data from across the bank; working with Quants to enhance our grid compute platform; and building reporting tools for users bank-wide.
• Ability to write clear and succinct designs
• Ability to lead small teams of developers
• Write software to run on a distributed grid
• Write software using C# and Oracle for data integration and distribution (batch, message and request response)
• Experience working in an agile and iterative environment, using test driven development and similar practices
• Excellent written communication; ability to create powerful and maintainable documentation
• Strong knowledge of database technology, ideally Oracle 10g
• Oracle 10 & 11G SQL performance tuning skills
• Strong knowledge of system integration through enterprise messaging, Web Services, Client API and File Systems
• Knowledge of CVA and RWA risk measures
• Strong knowledge of structured derivatives