AVP- Manager - RISK IT .NET Developer

Requirements

• Strong C# & .Net Framework & SQL Server programming skills
• Practical experience of building .Net Core Web API
• Practical experience of Client and Server side development development using C# and SQL Server.
• Practical experience of Azure Data Lake, Azure Kubenetes Service, TeamCity, Jira, SVN, GitHub, Visual Studio, Poweshell
• Experience on batch scheduling such as Autosys or BMC Control-M Scheduler to configure batches
• Experience using Windows and Linux operating systems to run Docker/AKS
• Practical experience of Unit Testing, Integration Testing & development testing skills
• Good understanding of microservices and messaging architectures
• Experience working on large scale applications (Front to Back), Feeds capture, Processing, Pricing and Reporting.
• Should be very proactive individual who can work independently and own tasks and deliver high quality software
• Should be able to take full responsibility of development tasks, testing and debugging issues
• Should be very organised, disciplined and have a structured working approach
• Can work under pressure and tight deadlines
• Should be capable of planning, managing and mentoring junior developers
• Should be capable of writing high quality Technical Scope documents and Test Plans
• Good understanding of Credit Risk PFE and Market Risk VAR calculations.
• Proven hands-on pricing experience of Derivatives, Repos, SBL, MBS & Agency Lending (ALDOP) financial products
• Strong understanding of the underlying mechanics of Securites products such as Bonds and Equities
• Strong understanding of Counterparty Collateral, Netting & Market Da

Benefits

Additional Information

Do you want your voice heard and your actions to count? Discover your opportunity with Mitsubishi UFJ Financial Group (MUFG), one of the world's leading financial groups. Across the globe, we're 150,000 colleagues, striving to make a difference for every client, organization, and community we serve. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world. With a vision to be the world's most trusted financial group, it's part of our culture to put people first, listen to new and diverse ideas and collaborate toward greater innovation, speed and agility. This means investing in talent, technologies, and tools that empower you to own your career. Join MUFG, where being inspired is expected and making a meaningful impact is rewarded. Main purpose of the role : The Credit Risk Analytics IT team is responsible for designing, integrating and supporting Middle Office Risk systems in the organisation using the third party S&P Global Financial Risk Analytics (FRA) simulation and pricing engine that provides cross-asset coverage to calculate various Credit Risk measures. FRA platform fraimWRX is distributed as AKS images. FraimWRX relies on Redis, Apache Kafka, Spark, HBASE and HDFS. Risk technology are using Kubernetes to deploy fraimWRX with a Python based Coordinator and Job Runner REST components. An in-house .NET based application layer integrates the FRA into MUFG proprietary systems. Risk Technology has evolved rapidly over the last few years as new regulation and industry change is being introduced post the financial crisis. The Risk projects require large scale change to the organisation technical infrastructure including the Risk platform. Alongside these the organisation is seeking to consolidate systems across the globe to improve efficiencies, help standardise our products and strengthen our brand. This will include efforts to adopt cloud and other new forms of digital technology. The successful candidate's primary role as part of the Risk IT Analytics team will be to support the rollout further enhancements of the Risk IT platform to meet the demands of ongoing and challenging regulatory change. The infrastructure uses a combination of technologies including MS SQL Server, C#, Python and MS Azure. The role will be focused on the development of the system using new technologies to provide innovative solutions to enhance the capabilities of the Risk Management department. The suitable candidate would have hands-on technical experience of implementing PFE analytic solutions preferably in cloud computing environments with a good understanding of .NET tech stack and distributed programming concepts. Hands-on experience with the S&P Global Financial Risk Analytics (FRA) Risk/Pricing platform is required. The candidate should have a solid understanding and hands-on pricing of Derivatives, Mortgage Backed Securities, Repos, Stock Borrow Lending and Ageny Lending financial products using FRA platform. Essential characteristics of the candidate include strong problem solving, good communication and attention to detail. Previous experience working within a middle or front office Risk technology area is desirable although a strong track record of comparable experience in other areas within finance is also acceptable.

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