Senior Java Developer

The position

We are seeking to recruit an experienced Business Analyst / Senior developer with market risk experience to partner with the Calypso BA and Market Risk BAU team and drive forward the design and delivery of our strategic Market Risk solution. This individual will collate, plan and check VTB’s requirements in collaboration with the Market Risk BAU team. He/she will also be responsible for the effective implementation of business requirements through the delivery of appropriate solutions, testing and parallel running to ensure that the business acceptance criteria are achieved. Throughout the whole project, he/she will work in close partnership with the Calypso Business Analysts and the Market Risk BAU team.

Responsibilities

• Maintain close and effective working relationships with the relevant Market Risk / Credit Risk team members, including Calypso resources.
• Define requirements and ensure these requirements are delivered as part of the Market Risk solution.
• Implement Market/Credit Risk requirements and roll out them into production.
• Take part in all stages of any particular delivery — analyzing, planning, developing, testing, rolling out in production.
• Pragmatically resolve any issues in functionality and delivery timescales to ensure the Market Risk / Credit Risk solutions are delivered rapidly and meet VTB’s acceptance criteria.
• Develop and execute test cases and test scripts to ensure the requirements and acceptance criteria are achieved.

Key competencies

• Significant professional experience in Java development.
• Professional skills in T-SQL and PL/SQL.
• Knowledge of Excel with VBA programming.
• Excellent trouble shutting skills.
• Good financial background in Market Risk and Credit Risk.
• Good Business Analysis skills: Use Cases, UML, Business processes modeling.
• Significant experience in Market Risk systems implementations.
• Strong technical knowledge in market risk framework and modelling techniques.
• Strong interpersonal and relationship building skills.
• Excellent communication skills.