Город: Санкт-Петербург
З/п: 120000 - 180000 руб.
Опыт работы: От 3 до 6 лет
Отзывы о компании Deutsche Bank

Role Description

The Risk Engine Team within Risk IT are responsible for the calculation and reporting of Risk and P&L data across a wide range of businesses, predominantly Rates, Credit and EM, currently expanding to include Equities amongst others.  Our clients include the Front Office who require the valuations to exploit trading opportunities, Transaction Management Group requiring detailed reports about the positions being traded on a daily basis and downstream groups within Deutsche Bank who need the data for client and regulatory reporting, internal risk management etc.

The team are organised within Front Office IT and operate in a very client focussed environment. We are required to react rapidly to business requirements for new functionality from our varied clients whilst maintaining global consistency and stability of the application. This leads to a rewarding balance of short projects rapidly delivering business benefit and longer term strategic development projects. The overall team has recently made several new hires which has introduced a strong culture of innovation and discussion around new technologies, overall architecture and technology direction.

RiskEngine is a massively distributed Risk & PnL calculation system running on several thousand CPUs in 5 global locations. The London instance calculates over 120 million valuations per night. Major challenges include continued adoption of new businesses and financial products, maintenance and improvement of performance with ever increasing volumes and ensuring optimal usage of available resources. Hence strong programming skills to ensure highly efficient coding are essential.


Duties And Responsibilities

The position is for a strong Java/C++ developer working on the RiskEngine application. The role will be predominantly Java development as RiskEngine based on Java platform.
However, C++ skills required in various non-core components. This role will involve new business adoption, general new features and enhancements.

Daily duties will include:
  • Analysis of problems and requests for change
  • Production of technical specifications and estimations of work
  • Development of solutions and delivery into production
  • Peer reviews of work with other team members
  • SL3/4 support of existing applications and provision of timelyresponses to both direct users and downstream systems.
  • This includes Level 3 production support.
  • Involvement with the definition of the future strategic technology solution for Risk and P+L systems

Excellent communication skills are critical for this role, including the ability to explain complex technical issues in an easily understandable way to management and clients and to interact directly with demanding business users.


Experience / Requirements (Required)

  • Strong Java background spanning Java 1.4-1.6 server side development, including multi-threaded applications, concurrency
  • Strong C++  skills are required (gcc, posix, STL/boost, autotools).
  • UNIX/Linux development
  • SQL & Database development (Oracle and/or Sybase)
  • Confident, articulate, enthusiastic and able to operate independently
  • Very strong written and oral communication skills to wide ranging audiences from offshore developers to traders are essential

Experience / Requirements (Preferred)

  • Hibernate / Coherence / JMS / GWT  / Struts 2 all beneficial
  • OCI as Oracle C++ interface
  • Maven / Hudson beneficial.
  • Familiarity with Spreadsheets and Excel
  • Knowledge of Risk & PNL would be beneficial but specific financial product knowledge is not absolutely essential.
  • The candidate must show a clear understanding of the banking environment, a strong interest in financial markets and be highly proactive hence a banking background is preferable.
  • Experience communicating directly with users and clients in a high pressure environment is a significant advantage.
  • Experience within a global team working with colleagues and clients in numerous worldwide locations would be beneficial.
 
 

Corporate benefits:
  • Medical insurance + 75% for dependants
  • Life insurance
  • 100% paid probationary period
  • Paid leave 32 calendar days
  • Food allowance
  • 100% paid sick-leave
  • English classes
  • Technical and business related trainings
  • Relocation package 
  • Total monetary compensation consists of fixed monthly payment and annual variable part

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