Were developing a strategic risk-management platform in one of the Worlds Top 10 Investment Banks. It is a mission-critical project for the Client because it enables large scale Monte Carlo simulations to forecast future cash flows of derivative trades and portfolios along with quantification of associated risks, which are used by Clients traders across the world. It is also used for Stress testing and runs hundreds of potential economic scenarios to confirm Banks readiness for various business conditions to market regulators. Calculated exposures are used for Basel 3 reporting, RWA calculations, trading limits, valuation of Market and Credit risks etc.
This platform performs overnight data loading and runs batch processing during the day to deliver data to downstream systems according to strict SLAs. It is also capable of intraday online calculations. This is a legacy platform to an extent, but we keep developing new components and modify existing ones. Also, there is undergoing Automation program sponsored by Clients top management in order to bring platform to modern and automated delivery process. We strive to reduce manual work and bring best engineering ideas to life.
Our team:
Were part of Clients Risk Analytics IT department, there is around 80 Luxoft professionals organized into several cross-functional development and supporting teams. Team size is 8-10 people, with a Team Lead, .Net developers, Oracle developers, QA Engineers and System analysts. We generally follow 4 sprints development cycle, each sprint being 2 weeks, but team is free to adapt to their projects needs in terms of methodology and software development process. We value teamwork, as well as recognize individual contribution into success of the project.
Technology stack:
[Core development - .Net 4.6.2, C# 6.0, Visual Studio 2017, xQuery, XSLT, Spring.net, ApacheThrift, ASP.NET MVC (minor), Java 1.6 (minor), PL/SQL, SQL, TibcoEMS
[CI / DevOps - GitHub, TeamCity, MS Build, SVN, Puppet, Nexus, NUnit, SonarQube, Docker, Unix, Elastic Stack (ELK), Bash
[DB - Oracle 11g, MongoDB 4.0.1, MS-SQL BI (SSIS, SSAS)
[QA - Jira X-Ray, PowerShell, Python
[Grid computing - DataSynapse Grid server, Microsoft Azure
Opportunities for you:
Business requirements elicitation and stakeholders expectations management:
• Collect, discuss, understand, document and keep up-to-date stakeholders business requirements
• Translate assumptions, risks, limitation of technical design into business terms and negotiate their impact with the stakeholders
• Support acceptance testing
System analysis:
• Contribute into technical solution design and support development team to mitigate the impact
• Mediate requirements clarification
• Cooperate closely with the onsite dev team
• Ensure all details are correctly represented in GL, Confluence and other collaboration tools
Collaboration with project team:
• Collaborate with other analysts to detect overlapping parts/dependencies and achieve synergy out of projects implemented jointly by multiple teams
• Suggest process improvements related to teams knowledge matrix, planning, tracking, artifacts quality etc.
Strong analytical skills and mindset:
• Quickly extract relevant information out of large amount of data
• See the big picture and drill down to low level details, if required
• Ability to focus on the most important activities and manage conflicting priorities
Solid experience in IT industry, at least 4+ years as a System/Functional Analyst:
• Good understanding of analysts role throughout SDLC
• Hands-on knowledge of creating BRD and FRD in English
• Requirements management for a software development team (Agile or Waterfall)
• Experience in graphical notations (BPMN, UML etc.)
Set of relevant soft skills:
• Structured and clear communication, up to the point
• Easily establish contact and effective collaboration with many new people, cross-cultural and cross-locations
• Adaptive communication with technical and non-technical stakeholders
• Quick learner with the desire to learn Investment Banking domain
• Ability to switch often between the tasks
NICE TO HAVE