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Credit Quant Risk IT Developer (JAVA/JSE/JEE)

Position Details

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Last Updated (mm/dd/yyyy):

2012-10-01 10:06:59 AM

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Position Name:

Credit Quant Risk IT Developer (JAVA/JSE/JEE)

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Academic Qualification/s:

Appropriate IT qualification

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Job Description:
Untitled 1

Job Title

Credit Quant Risk IT Developer

Reporting to

Risk IT Development Manager


Group Risk IT

Description of role and responsibilities, overall job objective

Job objective

  • The objective of this role is to establish a sustainable IT architecture to support the Credit Quant teamís Basel II advanced requirements.

  • Work closely with the Risk IT architects and the Credit Quant Systems Analyst to deliver appropriate IT solutions for Credit Quant team.

  • Ensure that Credit Quant related applications and architecture tie in to the broader Risk IT strategy


Responsibilities will include but are not limited to:

  • Quant Risk Model Environment

    • Development of the Quant Risk Model Environment

    • Modifications to and support of the Quant Risk Model Environment

  • Model input and output related development

    • Ongoing development of input data to be used by Quant models

    • Ongoing development with respect to integrating models with the Credit Proposal management system

  • Historical Quant time-series database

    • Build and maintain historical data storage processes

Academic Qualifications

Appropriate IT qualification - Technical diploma or degree

Core competencies

  • Strong track record of delivery

  • Demonstrated technical competencies in the following areas:

    • Object orientated analysis and design

    • Java (SE)

    • Relational database experience (MS SQL and/or Oracle or other)

    • XML and related technologies (XSD)

    • Web services (SOAP and/or REST)

  • Experience with the following would be advantageous:

    • MATLAB

    • Version control systems

    • Ant build system

    • Spring Framework

    • ORM Framework (Hibernate, JPA or other)

    • Relational database design (MS SQL and/or Oracle)

    • Domain modelling

    • JUnit or equivalent

    • Continuous integration

  • Treasury or Credit Risk related systems experience would be advantageous

Personal attributes

  • Good interpersonal skills

  • Lateral and conceptual thinker

  • Effective planner

  • Attention to detail

  • Should be pro-active with an enthusiastic and helpful nature.

  • Ability to cope under pressure

  • Ability to prioritise multiple tasks and deadlines

  • Ambitious, delivery focused and deadline driven

  • Team Player who is able to work alone when required

  • Ability to work well with different personalities

  • Sound analytical and technical skills

  • Delivery focussed individual who takes ownership of tasks assigned

Format: Skill Description (Rating 1-5,Experience in Months)
Rating: 1-Beginner, 2-Below Average, 3-Average, 4-Above Average, 5-Expert

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