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Senior Java Developer_Credit/Risk

Charlotte, NC · Information Technology
The Enterprise Counterparty Credit Risk Technology (ECRT) department provides software solutions to support Corporate Line of Business and Enterprise Counterparty Credit Risk teams.  ECRT works with its business partners in identification, measurement, aggregation and reporting of Counterparty Credit Risk across the firm.  The department works closely with the lines of business to ensure that risks are being appropriately managed within the defined risk appetite for the firm.    

The credit risk systems perform valuation, simulation, aggregation and reporting of risk metrics and models on complex structured and derivatives security products.  Team members will work with advanced mathematical models, theoretical pricing, statistical and stochastic models, PFE (Potential Future Exposure), IMM (Internal Model Methodology), and stress.  The credit risk systems are comprised of intraday and overnight batch processes that handle staging for all trading position data and market data required for risk modeling as well as making this data available to the various risk valuation systems. Quantitative models and reporting support trading activities as well as regulatory and business reporting requirements.

The position will primarily face off to the Enterprise Counterparty Credit Risk Management team.  As such the person will require knowledge in the capital markets & investment banking domain, specifically in risk disciplines such as counterparty credit, knowledge of capital market products and regulations, understanding of clearing, prime brokerage businesses.

Responsible for designing and building web applications, services, workflows, batch/ETL processes, calculations and reports using Java and .NET as well as full web application stack technologies including HTML5, Angular/JS and REST.  Will work directly with the business to understand requirements and architect and implement technology solutions for the Counterparty Credit Risk area by leveraging their specific business and application development experience. Will work with technology services groups to troubleshoot problems and optimize performance.  Will hold a technical role as an individual contributor and technical lead for the most complex computer applications and/or application initiatives.  Will utilize a thorough understanding of available technology, tools, and existing designs. Will work on complex problems where analysis requires evaluation of intangible variance factors. Will plan, perform, and act as the escalation point for the most complex platform designs, coding, and testing. Will work with offshore contract resources on projects and review and critique architectural design and implementation work
Required Skills:
  • 7+ years of application development and implementation experience
  • 5+ years of Java experience
  • 5 + years of Core Java experience
  • 5+ years of experience testing web-based applications developed in Java or .NET framework
  • 5+ years of SDLC (System Development Life Cycle) experience
  • 5+ years of experience with Software Development Life Cycle (SDLC) tools
  • 3+ years of Object Oriented Programming (OOP) experience
  • 5+ years of credit and risk analysis experience
Desired Skills
  • Good verbal, written, and interpersonal communication skills
  • A BS/BA degree or higher
  • Knowledge and understanding of credit risk management
  • Knowledge and understanding of credit: analysis and reporting
  • Knowledge and understanding of regulatory compliance requirements surrounding BASEL, Risk Appetite and stress testing
  • Knowledge and understanding of capital markets or trading
  • Knowledge and understanding of automated workflows design
  • 3+ years of UI (User Interface) experience
  • 5+ years of .net experience
  • 1+ year of JavaScript framework experience (YUI, Angular, Node)
  • 5+ years of RESTful or SOAP web services
  • 3+ years of ETL (Extract, Transform, Load) Programming experience
  • 3+ years of Autosys experience
Other Desired Skills:
  • Strong technical and quantitative skills
  • Good verbal, written, and interpersonal communication skills
  • Experience with analysis, design and development of full stack applications preferably using micro services
  • Experience designing and developing complex financial systems using Core Java, JDBC, JNDI, JMS, JAXB and Spring
  • Experience designing and developing complex financial systems using Tibco Datasynapse, IBM
  • Symphony Grid Computing platforms, Oracle Coherence Distributed In-memory Cache platform,
  • Autosys and Microsoft SQL Server,
  • Experience with Waterfall and Agile methodologies,
  • Experience with Subversion, JIRA, Anthill, Eclipse, Geneos and Flight Recorder,
  • Experience identifying, analyzing and resolving system and application defects,
  • Experience with Windows and Linux Operating Systems,
  • Experience with Capital Markets, Trading Systems, OTC and Centrally Cleared Derivatives
  • Experience working with off-shore development teams


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