Develop huge data volume process – derivative transaction data processing(FRA, FX, CDSWAP, Commodity, Option, etc), facility
(Credit Line) data loading
Develop system for margin processing(initial margin, variation margin), calculation of Pre-settlement risk, settlement risk,
direct/contingent risk,
BASEL II batch support & investigation.
Perform end to end system integration and UAT, and quantitative data analysis. Address UAT and client issues.
develop high-volume critical Credit Risk applications.
EXPECTED OUTCOMES
develop high quality/flexible code to risk system
Develop backend process of Perl and shell, database programming.
Deliver tasks and projects under aggressive deadlines. Help team to improve system architecture, data quality and analytical
models to meet Basel II and risk management requirements.
Quick turn-around to assignments, and report status closely to TL.
Monitor overnight (Shanghai Daytime) batch job, troubleshoot overnight batch issues.
内部推荐，有很大机会，有意者发简历到ysgheping@163.com