Market Risk Systems Engineer

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Market Risk Systems Engineer

Organisatie: RBS

Functie en taakomschrijving

The RBS NV MR IT Team maintains the application software infrastructure for the RBS NV Market Risk VaR platform and it's supporting processes (including backtesting, stress scenario evaluation and limit maintenance and management). The onshore NL team works closely with it's business partners in a "light governance" environment to develop, maintain and support the functionality. There are currently 4 staff in the NL based IT team with a further 4 staff offshore in Pune (India) who maintain a part of the platform under a Vendor contract.

Responsibilities include: • Development of market risk systems / tools. • Communicating / liaising with market risk reporters, business analysts and project managers in identifying issues. • Adhering to programming standards, release procedures and documenting changes.

Vakkennis

• Knowledge of market risk, credit risk or front office systems. • Experience of interfacing with front office systems. • Experience of ETL processes and / or data migrations. • Oracle / Sybase database development experience.

Opleiding en vaardigheden

• Minimum 8-10 years PROGRAMMING EXPERIENCE. • MUST include banking experience (preferably wholesale). • Strong communication skills. • Strong problem solving / analytical skills. • Full lifecycle experience - working from requirement documents, creating technical documents, programming, technical testing, release / deployment skills. • Technical skills MUST include MS Access 97, Excel 97, C#.NET 1.1, VB6, VBA97.

Gedragskenmerken

• Strong and structured approach to problem solving and finding solutions • Excellent communicator (written and verbal, formal and informal) • Flexible and proactive/self-motivated working style • Strong personal ownership of problem resolution • Ability to multi-task under pressure

Aanvullende informatie

• Locatie: Amsterdam • Projectperiode: Start 14 juni 2010 t/m 14 september 2010 • Uren per week: 40 uur per week • Uurtarief: Inclusief reiskosten woon-werk en parkeerkosten, exclusief BTW.

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