The role is for a C++ developer with a proven track record of delivering technology solutions to business problems while demonstrating a thorough understanding of the business context to work on Market Risk applications.
The successful candidate will work with the Univar product manager to :
• Analyse and develop new and optimize existing functionality the Market Risk VaR calculation engine UniVaR, ensuring a common approach is adopted and enhanced as requirements evolve
• Analyse and work towards continually improving application efficiencies.
• Provide 3rd line support to the Market Risk team as appropriate.
They will be responsible for enhancement to the component design and implementation working closely with other developers within Market Risk to ensure that that the component is integrated appropriately with the existing applications in Market Risk Technology
• Well designed, documented, tested and supportable code delivered to Production environment that satisfies business requirements and expectations including:
• Changes to existing applications and components.
• Work closely with the Univar Product manager and business to design and implement incremental change. Provide third line support of the Univar Product.
• Highly competent developer with full lifecycle experience from analysis to delivery into production environment.
• Proven track record of delivering technology solutions to business problems whilst demonstrating a thorough understanding of the business context.
• Demonstrate previous responsibility for the development of significant components.
• Demonstrate a good understanding of business processes supported by their application(s) in current role, preferably within a Risk environment.
• Excellent communication skills and interpersonal skills.
• Ability to work well both independently and within a team split across multiple centres.
• Clear and logical thinker who is able to dissect complex problems into manageable tasks.
• Strong track record of technical delivery showing clear ownership of both business and technical issues
• Good understanding of products traded within an investment Banks.
• Understanding of VaR and various other Market Risk metrics are and how they are calculated
Qualifications: Bachelor’s Degree in Math, Science, or Engineering preferably Computer Science
• In-depth technical knowledge of C++, GNU Compiler, STL, and Boost
• Experience in dealing with large data volumes in a Data Caching/Grid environment preferably Coherence and Data Synapse
• Proficiency in the use of at least one relational database preferably Sybase.
• Development of shell scripts.
• Message Buses preferably TibcoEMS
• API and interface design and implementation
• Good communication skills both written and verbal.
• Confidence to liaise business and technology managers
• Self-starting/pro-active approach.
• Strong personal ownership of assignments.
• Ability to resolve conflict and complexity in problem resolution.
"It is the policy of The Royal Bank of Scotland, PLC to provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to race, color, religion, sex, age, national origin, sexual orientation, gender identity or expression, disability, genetic information, pregnancy, veteran or military status, marital or domestic partner status, or any other factor protected by federal, state, and/or local laws."
Employer immigration sponsorship not available for this role.”
RBS Insurance - 18 months ago