Application Developer-Margin Management IT UBS -
Chicago, IL
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Lead the margin management models team in all aspects of development.
This includes FX margining/netting, real-time pre-deal checking for FX, Wealth Management margining for OTC and FX, FI and FX VaR margining, margin results distribution. Responsible for managing the XColl models team and FI/FX VaR development team.
Responsible for technical architecture of component that has sub-second response requirement for FX pre-deal credit checks. Provide integration test cases and test data for ...
UBS - 17 months ago
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