Due to increasing demand by regulators and by internal risk managers, SCB has decided to centralise all Reporting, Workflow, and Visualisation across the Risk verticals under Functions Technology.
This will involve the development of a strategic Market Risk platform using the ActivePivot in-memory OLAP cube technology and other enterprise assets (i.e. Hadoop-as-a-Service, OpenShift, Tableau) to build a scalable platform supporting multiple business units.
The ActivePivot Developer, in conjunction with the Development Lead, will be responsible for implementing the strategic market risk platform.
Great engineering, data modelling, and communication will make this role successful. Strong experience in a DevOps and Agile teams is a must.
- Design, engineering and deployment of the strategic Market Risk platform
- Getting involve in the direction for the framework and maintain strong engineering standards
- Deliver user stories in the form of code (application code, platform as code, deployment as code and automated tests).
KNOWLEDGE AND SKILLS:
- ActivePivot in-memory OLAP technology, MDX
- Very strong data modelling skills
- Strong experience in agile methodologies and test driven development.
- Hadoop, HIVE, Spark, Presto
- Experience in automated software testing.
- Knowledge in domain-driven design, design patterns and enterprise integration patterns.
- Very strong core Java
- Experience in the following technologies:
- OLAP: ActivePivot, MDX, XMLA
- Language: Java
- Data: Oracle, Hadoop, Spark
- Middleware: Kafka, REST API
- UI: HTML5, ReactJS
- Strong knowledge in CI/CD toolset such as Ansible, Artifactory, Jenkins, BitBucket, SonarQube, Fortify, Flyway, Jira and Confluence.
- Strong knowledge in automated testing toolset: jUnit, Groove Mockito, Cucumber, Selenium etc.
- Integrated Development Environment (IDE): IntelliJ
- Version control tools: GIT
- Market Risk management
- Basel 2.5 framework (Market Risk sensitivities, daily and stress VaR, SR VaR, IRC)
- BCBS 239 principles
- FRTB requirements