Job Title: Database Modelling and Development Role
Contract Length: 6 Months (possibility of extension)
LOB: Capital Markets
The bank is building an application to compute counter party credit risk for the banks Global Markets Trading business using the standardized approach
In joining the Market Risk Technology Development team, the contractor will become an integral part of the team that develops data management functionality for Market Risk and Counterparty Risk for all of Global Markets. These calculations include Value at Risk (VaR) Stress VaR, peak exposure and expected exposure. Commodities, Equities, Rates, Credit, FX and Fixed Income are covered. Given the current focus of both US and Canadian regulators on Market Risk and Counterparty Risk capabilities, this is a high profile opportunity.
Manage the Counter Party database.
Data Modeling – design and script schema changes for the SA-CCR application, and potentially others going forward
Develop stored procedures which serve as APIs for both reading and writing data.
Develop feeds to publish data to other systems.
Create data quality checks, both for internal purposes and BCBS data governance.
Run deployment tools to maintain multiple instances of the database.
Prepare documentation and maintain Power Designer data models.
Interacting with developers and business BAs
Must Have Skills:
University degree in a technical subject (Engineering, Mathematics, & Computer Science preferred)
4+ years of experience in data modelling, writing SQL queries, stored procedures, reports, and ETL for relational databases and data warehouses
Experience in SQL optimization and performance tuning
Oracle database experience
Ability to communicate clearly and concisely, both orally and in writing
Excellent problem identification and resolution skills
Working experience in database modelling
Nice to Have Skills:
Understanding of finance and especially derivatives
Experience with ETL tools (IBM Data Stick preferred)
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