Java/Oracle developer
Treasury IT manages the change agenda, implementation and support of the firm's Treasury function.
Treasury is responsible for all "scarce resources" across the group, including: Capital / Risk Weighted Assets, Collateral, Funding Liquidity. Business activities owned by Treasury include: Credit Valuation Adjustment, Counterparty Credit Risk, Liquidity Funding, Debt Issuance, Repo Trading, Collateral Management and Optimisation.
To succeed in the new industry environment, UBS must tightly control and efficiently utilize scarce resources, including balance sheet, RWA, liquidity, funding, cash and collateral. The Group ALCO acknowledged this by approving a new Treasury operating model in June 2012. More recently, UBS market positioning has placed Treasury in a central role in delivering UBS’s balance sheet, capital and RWA objectives.
To extract the full benefit of the new operating model and to allow Treasury to realise its extended mandate, a strategic Treasury programme has been launched to govern the investment required to support these changes. As scarce resources continue to be tightly constrained across multiple dimensions, the Treasury programme is developing business processes and IT assets to support the necessary control and optimisation of RWA / capital, liquidity, funding and collateral.
You will play a key role in building the firm's transfer pricing capability across all key entities and product classes (including Equity securities, FI securities, OTC derivatives).
Your initial focus will be secured funds transfer pricing ("Collateral Transfer Price"), but we expect the platform will expand following successful deliveries, for example to cover contingent secured funding.
The role has ample scope to work closely with key business stakeholders, including traders and controllers, and to provide input into the technical direction of the team and wider group.
You will work within an agile team, using a test-driven and specification-by-example methodology.
Requirements You are a proven, motivated, hands on developer, with experience of complex functional areas.
Essential competencies:
• Extensive server-side Java development including building multi-threaded distributed systems.
• Database design and development experience, ideally Oracle/PL SQL.
• Deep understanding of best practices in agile development, including test-driven development and use of continuous integration.
• Experience of supporting, profiling and tuning complex multi-tier / distributed systems in test and following release
• Experience using enterprise job scheduling and dependency management tools, ideally CA AutoSys
Highly desirable:
• Knowledge of funding charging, balance sheet calculation, PL calculation, pricing
• Knowledge of Repo, Equity Finance, Synthetic Equity, Collateral Management Optimisation
• Strong knowledge of system integration through enterprise messaging, ideally Tibco EMS
• Experience in enterprise reporting technologies, like Microsoft Analysis Services / Cognos TM1
• Understanding of how to build of user interface components, ideally C# / WPF
• Experience in designing and documenting data models
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