Developer – Core Grid Technology recruitment
As the successful candidate you will take responsibility for one of a number of small development teams running the Counterparty Credit Risk analytics platform for UBS Investment Bank. You will be responsible for designing and building core grid technologies to allow for future scalability and functionality. This position will involve working in close partnership with the quantitative analysts team on extending risk measures and product coverage in the Risk Analytics system as required by the CVA, Finance , Market Risk and Credit Risk stakeholders.
In order to successfully perform the role it will be expected that you have the following experience:
• Working knowledge of distributed HPC foundation technologies like grid computing (ideally DataSynapse), caching etc
• Strong C# expertise (ideally v3.5 and 4), with extensive knowledge of multi-threaded frameworks like WCF
• Working knowledge of analytics libraries, including interacting with analytics libraries from code
• Working knowledge of SQL (Ideally Oracle 10g, SQL Server) and data persistence technologies
• Experience working in an agile and iterative environment, using test driven development and similar practices
• Appreciation of system architecture
• Team player with proven experience in managing small teams of developers
• Strong communication skills – written verbal
As the ideal candidate you also possess:
• Strong knowledge of Interest Rates and Credit derivatives covering pricing, capture, risk management, and PL
• Knowledge of CVA and RWA risk measures as well as Market or Credit Risk
• Building automated test packs (e.,g. that can run in a daily build under a tool like CruiseControl, TeamCity)
We can offer…
UBS is a forward-thinking, ideas-driven organization; meritocracy, ambition, performance and learning define the culture of the firm
It is a diverse organization, where differences of background and perspective are recognized as strengths, and the individual differences and unique contribution of each person are valued and leveraged
By nurturing a climate in which these qualities can flourish, UBS recognizes that we will continue to build a winning team of talented individuals