- London, England, United Kingdom
- Permanent, Full time
- Credit Suisse -
- 19 Jan 19
Global Markets Risk Management Lead Developer # 118299
Banking today is a technology business, where digital ingenuity creates competitive advantage. At Credit Suisse, we are committed to delivering world-class technology innovation that enables our clients to reach their goals. CS's technology team is a critical commercial differentiator, creating products and services that enable the flow of financial information across the globe. We handle big challenges and create new products, using the latest technology to drive value for our business. We strive to provide applications that are robust, reliable and secure while continuously adapting to meet the evolving needs of clients both internally and externally. Our future depends on identifying and hiring the best people technologists in the financial world and bringing them together to serve our clients' needs. We offer an exemplary culture and a great working environment that nurtures collaboration and partnership; rewards excellence and encourages entrepreneurialism.
IB Risk Technology (IB RT) manages and develops Risk Technologies horizontally across IB. IB Risk Technology operates the core common risk technology components that support the IB TCO objectives, and drive the objectives of the Strategic Risk Program (SRP). SRP will provide on-demand risk aggregation, promote effective capital allocation, improve trading decision-making tools, and support management of risk oversight across the IB.
The RDx Strategic Core Components provide a sustainable front-to-back solution for running firm-wide risk in a consistent, global manner. Together, they provide the technological foundations that can enable traders, product controllers, and risk managers across the CRO and CFO to slice & dice massive amounts of bank-wide PnL and Risk data, as well as drill down to trade-level detail. Risk Data Algebra (RDA) is a suite of software tools that enables aggregating and manipulating ("slicing and dicing") large volumes of live data and presenting the results to end users in the form of GUIs or reports. Risk Data Fabric (RDF) is the data access layer used by risk systems to retrieve trade data, market data and reference data. All input data including market, trade, static, and configuration data goes into the fabric. The RDF will be integrated into the Strategic Risk systems across the IB which will consume that input data, and then output their PV, Risk, and Scenario results data back into RDF. The Business Solutions team partners with business, risk, and IT groups to design and implement end-to-end risk solutions based on the target architecture that leverage the core components.
The RDx Data Services team is responsible for building a consolidated storage and retrieval platform of risk related data sourced from multiple Risk Management, Trade, Position, PnL, Reference Data and Market Data systems.
This requires building a suite of data loading, transformation, validation, calculation, aggregation, reconciliation, querying and reporting components to provide consumers with flexible access to high integrity consistent data. The consumers of this data are the global Investment Bank's risk functions and therefore the solutions must be scalable to global coverage available 24 hours a day.
The team has a full book of work to provide data for a number of regulatory projects including Risk-based PnL, Fundamental Review of the Trading Book and Initial Margin. This involves building and enhancing data loading frameworks, consumer APIs messaging interfaces and data integrity tools.
The team is composed of around 20 individuals covering project management, analysis, development and testing located in London and Poland.
This role offers:
- Direct exposure to complex engineering challenges involved in building a cutting edge "Big Data" platform
- Extend current knowledge of Hadoop, Hbase, Phoenix and Spark
- Extend current knowledge proprietary RDx components including RDL, RCF, RDA, XQL, etc.
- The opportunity to gain an in-depth understanding of risk calculation methodologies and the application in both trading and regulatory reporting
- Ability to work on and be responsible for the end-to-end delivery of critical initiatives
- Opportunity to lead by example in helping team adopt and improve agile development of tools and processes
- The opportunity to work with and learn from the RDx Core Development group - a team of highly skilled developers with a background and track record of innovating with new technologies in the Investment Banking
Responsible for development team leadership:
- Ensuring appropriate team composition, recruitment and professional development
- Providing technical development and design direction to team members
- Defining appropriate development environment and processes
Responsible for the technical leadership:
- Design, development and deployment of new components and utilities as defined by consumer needs
- Continuous improvement of components, development environment, tooling and processes
- Shared ownership of team's design decisions including preforming reviews with the appropriate technical leads, architects and design authorities
Responsible as point contact for all interaction with assigned set of source and consumer system teams.
Hands-on development will be a large proportion of the role (leading by example).
Open to discussing flexible/agile working.
Strong Core Java Development skills and Experience including:
- Designing and implementing multi-threaded applications using java.concurrent
- Extensive experience with core Java libraries including java.util
- , java.io.*, java.nio*
- JVM monitoring and profiling, including use of JConsole and JVisualVM. JProfiler a bonus
- Java 8 and Functional Design Paradigms a bonus
- Maven and Team City build and deployment tools
- Knowledge of No-SQL databases (in particular Apache HBase, Hadoop)
- Knowledge of Data Analytics Technologies (in particular Apache Spark, Apache Mahout, Phoenix)
- Understanding of distributed systems, grid deployment and high performance/low latency computing requirements
- Experience with Windows & Linux operating environment & scripting experience (Windows Server 2008, RHEL 6)
- Experience with .Net application development
- Knowledge of SRP technologies including RDL modelling, RCF, RDA, XQL
- SQL and relational database modelling - preferably Oracle and Apache Phoenix
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