от компании (организации): ВТБ Капитал в городе (населённом пункте): Москва, Россия
в отрасли экономики "Информационные технологии, интернет, телеком" → "CRM системы"
с заработной платой: по договоренности
Вакансия № 16981354 добавлена в базу данных сайта Работа в Москве и Московской области (МО, Подмосковье): Воскресенье, 25 августа 2024 года.
Дата обновления вакансии № 16981354 на сайте Работа в Москве и Московской области (МО, Подмосковье): Вторник, 24 сентября 2024 года.
Обращаем Ваше внимание, что на момент обращения к работодателю вакансия № 16981354 может быть уже занята. Администрация сайта Работа в Москве и Московской области (МО, Подмосковье) приносит извинения за доставленные неудобства.
Требования к опыту работы:
более 6 лет
Тип занятости:
полная занятость
График работы:
полный день
Дополнительные сведения о вакансии: Senior IT Developer in Risk
VTB Capital’s vision is to become a prominent, profitable and dynamic investment bank within the VTB group, providing structuring & execution expertise and a creative and effective conduit for international investment into Russia and the wider region.
This employee will be responsible for providing any IT services required by the Risk team. In particular this person will be required to define and build new system functionality, interfaces, support migrations, set up and maintain development and test environments and document IT support and maintenance procedures.
Responsibilities:
- Analysis, development, configuration management and other IT activities as required to support Risk projects.
- Maintain close and effective working relationships with the relevant Market Risk team members including Calypso resources.
Key Competencies & Qualifications
- Technical skills to include:
- Java
- Python
- PLSQL
- Web Services, HTML, XML
- Development tools - Apache ANT, SVN, Perforce, CruiseControl
- Bugtracking systems (Jira, BugZila, ClearQuest ect)
- Collaboration tools – Wiki (Confluence, OpenWiki, TWiki etc), Jabber, RM
- Knowledge of financial products
- Experience in Risk is nice to have: linear products, derivatives, Greeks, sensitivities
- Strong interpersonal and relationship building skills
- Good communication skills
- Ability to work in multinational company located in several locations
- Strong technical knowledge
- Calypso experience is nice to have
Within this role the employee is accountable for team’s deliverables for Market and Credit Risk and will cover (but not limited with) the following systems components:
Market Risk
Greeks and VaR real time and End of Day reports, Market Data configuration, Stress Analysis configuration. New products development for all desks: FX, FX Derivatives, IR Derivatives, Credit Derivatives, Cash Bonds, Equity derivatives, Commodities, Structured (exotic) products. Communication with Calypso vendor.
Credit Risk
Limit calculation real time and End of Day, New products development, Vendor relation with Calypso and SunGard, Integration with third-party system, supporting inbound and outbound feeds.
Benefit package:
- Official employment;
- Competitive salary;
- Professional training and development;
- Voluntary medical insurance for employee and their family members, life and health insurance, banking products on attractive terms;
- Sport and corporate events;
- Ability to build your career in the leading Russian investment bank.
Откликнуться на эту вакансию: Senior IT Developer in Risk
Предыдущая вакансия:
Вакансия № 16981345 на должность Консультант SAP CRM / SAP CRM Consultant от компании ANCOR в городе (населенном пункте) Москва